+8.6%
AEIS vs WTW
+8.6%
0.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.0% | -14.1% | -9.2% |
| 7D | -12.7% | +4.9% | -17.6% | -9.7% |
| 30D | -28.8% | +17.1% | -45.9% | -21.1% |
| 3M | -38.0% | -0.3% | -37.7% | -36.6% |
| 6M | -45.3% | +30.7% | -76.0% | -34.8% |
| YTD | +1.1% | +3.7% | -2.6% | +17.9% |
| 1Y | +8.6% | +5.9% | +2.7% | +26.4% |
| All | +8.6% | +8.6% | 0.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling