+551.6%
AEIS vs WTW
+198.0%
+353.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +2.3% | -5.7% | +8.0% | +5.0% |
| 30D | -14.8% | -7.3% | -7.6% | -12.2% |
| 3M | -15.6% | +21.5% | -37.0% | -25.1% |
| 6M | -8.7% | +9.6% | -18.3% | -15.9% |
| YTD | +37.3% | -3.3% | +40.6% | +33.9% |
| 1Y | +80.3% | -6.1% | +86.5% | +78.2% |
| 3Y | +177.9% | +61.8% | +116.1% | +81.7% |
| 5Y | +235.8% | +42.7% | +193.2% | +137.7% |
| All | +551.6% | +198.0% | +353.6% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling