+87.4%
AEIS vs WETO
-98.9%
+186.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -20.8% | +23.2% | +2.7% |
| 7D | +3.0% | -55.4% | +58.4% | +3.9% |
| 30D | -14.6% | -48.5% | +33.8% | -16.1% |
| 3M | -12.4% | -97.5% | +85.1% | -15.4% |
| 6M | -15.0% | -94.2% | +79.2% | -17.7% |
| YTD | +34.3% | -97.0% | +131.3% | +26.5% |
| 1Y | +87.4% | -98.9% | +186.3% | +88.6% |
| All | +87.4% | -98.9% | +186.3% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling