+147.5%
AEIS vs WETO
-99.4%
+246.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.4% | +5.0% |
| 7D | +2.3% | -4.3% | +6.6% | +2.3% |
| 30D | -14.8% | -39.9% | +25.1% | -16.4% |
| 3M | -15.6% | -97.9% | +82.3% | -18.1% |
| 6M | -8.7% | -95.0% | +86.3% | -11.9% |
| YTD | +37.3% | -97.2% | +134.5% | +32.2% |
| 1Y | +80.3% | -98.9% | +179.2% | +74.0% |
| All | +147.5% | -99.4% | +246.9% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling