+146.5%
AEIS vs WSM
+163.9%
-17.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.4% | -4.6% |
| 7D | +11.5% | 0.0% | +11.5% | +11.5% |
| 30D | -15.8% | +5.1% | -20.8% | -18.1% |
| 3M | -33.3% | +5.1% | -38.4% | -35.3% |
| 6M | -35.2% | +48.6% | -83.8% | -46.0% |
| YTD | +5.0% | +44.2% | -39.2% | -11.6% |
| 1Y | +8.5% | +38.1% | -29.6% | -7.2% |
| 3Y | +152.9% | +257.2% | -104.3% | +42.2% |
| All | +146.5% | +163.9% | -17.4% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling