+335.2%
AEIS vs WCN
+322.1%
+13.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +11.5% | +2.6% | +8.9% | +10.3% |
| 30D | -15.8% | +23.9% | -39.7% | -25.4% |
| 3M | -33.3% | +17.4% | -50.7% | -39.4% |
| 6M | -35.2% | +28.0% | -63.2% | -45.3% |
| YTD | +5.0% | +11.6% | -6.5% | -4.6% |
| 1Y | +8.5% | +16.9% | -8.4% | -4.7% |
| 3Y | +152.9% | +51.6% | +101.3% | +74.5% |
| 5Y | +144.6% | +48.0% | +96.7% | +66.9% |
| All | +335.2% | +322.1% | +13.1% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling