+176.3%
AEIS vs WCN
+19.5%
+156.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.3% |
| 7D | +6.5% | -1.7% | +8.2% | +6.2% |
| 30D | -9.2% | -3.0% | -6.2% | -9.5% |
| 3M | -8.3% | +2.5% | -10.9% | -8.9% |
| 6M | -6.3% | -5.7% | -0.6% | -5.8% |
| YTD | +36.5% | -7.4% | +44.0% | +37.4% |
| 1Y | +84.8% | -8.6% | +93.4% | +86.9% |
| All | +176.3% | +19.5% | +156.8% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling