+231.8%
AEIS vs WTW
+42.0%
+189.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +2.3% | -5.7% | +8.0% | +3.3% |
| 30D | -14.8% | -7.3% | -7.6% | -13.8% |
| 3M | -15.6% | +21.5% | -37.0% | -20.1% |
| 6M | -8.7% | +9.6% | -18.3% | -11.4% |
| YTD | +37.3% | -3.3% | +40.6% | +38.8% |
| 1Y | +80.3% | -6.1% | +86.5% | +84.3% |
| 3Y | +177.9% | +61.8% | +116.1% | +94.6% |
| All | +231.8% | +42.0% | +189.8% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling