+2,766.8%
AEIS vs WSM
+14,729.4%
-11,962.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.7% |
| 7D | +3.0% | -3.3% | +6.2% | +4.0% |
| 30D | -14.6% | -8.4% | -6.3% | -12.3% |
| 3M | -12.4% | +9.7% | -22.1% | -15.1% |
| 6M | -15.0% | +16.7% | -31.6% | -19.1% |
| YTD | +34.3% | +28.7% | +5.6% | +23.6% |
| 1Y | +87.4% | +13.7% | +73.7% | +79.1% |
| 3Y | +139.8% | +230.1% | -90.3% | +60.1% |
| 5Y | +220.7% | +179.0% | +41.8% | +118.3% |
| 10Y | +531.6% | +1,002.5% | -470.9% | +162.0% |
| All | +2,766.8% | +14,729.4% | -11,962.6% | +557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling