+73.4%
AEIS vs WOLF
+60.4%
+12.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.3% |
| 7D | +8.1% | +9.8% | -1.6% | +5.8% |
| 30D | -11.1% | -12.1% | +1.0% | -8.5% |
| 3M | -5.6% | -47.9% | +42.2% | +4.7% |
| 6M | -0.6% | +74.3% | -74.9% | -10.1% |
| YTD | +38.0% | +65.9% | -27.8% | +25.3% |
| All | +73.4% | +60.4% | +12.9% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling