+68.7%
AEIS vs WOLF
+57.5%
+11.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +1.1% |
| 7D | +3.0% | +9.7% | -6.7% | +0.7% |
| 30D | -14.6% | +12.5% | -27.2% | -17.3% |
| 3M | -12.4% | -57.7% | +45.3% | +0.6% |
| 6M | -15.0% | +37.7% | -52.7% | -20.4% |
| YTD | +34.3% | +62.8% | -28.5% | +22.4% |
| All | +68.7% | +57.5% | +11.2% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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