+64.4%
AEIS vs WOLF
+39.8%
+24.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.7% | +3.6% | -2.3% |
| 7D | -0.2% | -6.2% | +6.0% | +1.3% |
| 30D | -16.4% | -16.5% | +0.1% | -12.8% |
| 3M | -11.1% | -42.0% | +30.9% | -1.8% |
| 6M | -12.0% | +51.8% | -63.8% | -17.8% |
| YTD | +30.9% | +44.6% | -13.7% | +22.6% |
| All | +64.4% | +39.8% | +24.6% | +55.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling