+551.6%
AEIS vs WSM
+1,071.8%
-520.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.5% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | -14.8% | -7.7% | -7.1% | -12.1% |
| 3M | -15.6% | +3.8% | -19.4% | -17.1% |
| 6M | -8.7% | +22.7% | -31.4% | -16.1% |
| YTD | +37.3% | +28.0% | +9.3% | +24.0% |
| 1Y | +80.3% | +12.7% | +67.6% | +70.7% |
| 3Y | +177.9% | +231.3% | -53.3% | +68.4% |
| 5Y | +235.8% | +177.2% | +58.6% | +107.5% |
| All | +551.6% | +1,071.8% | -520.1% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling