+177.9%
AEIS vs WTW
+61.9%
+116.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +2.3% | -5.7% | +8.0% | +1.1% |
| 30D | -14.8% | -7.3% | -7.6% | -15.9% |
| 3M | -15.6% | +21.5% | -37.0% | -12.4% |
| 6M | -8.7% | +9.6% | -18.3% | -5.3% |
| YTD | +37.3% | -3.3% | +40.6% | +43.4% |
| 1Y | +80.3% | -6.1% | +86.5% | +89.1% |
| 3Y | +177.9% | +61.8% | +116.1% | +179.0% |
| All | +177.9% | +61.9% | +116.1% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling