+233.8%
AEIS vs WCN
+26.9%
+206.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +6.5% | -1.7% | +8.2% | +6.8% |
| 30D | -9.2% | -3.0% | -6.2% | -8.7% |
| 3M | -8.3% | +2.5% | -10.9% | -10.1% |
| 6M | -6.3% | -5.7% | -0.6% | -5.7% |
| YTD | +36.5% | -7.4% | +44.0% | +38.1% |
| 1Y | +84.8% | -8.6% | +93.4% | +87.3% |
| 3Y | +176.6% | +19.4% | +157.2% | +136.8% |
| All | +233.8% | +26.9% | +206.9% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling