+606.2%
AEIS vs WTW
+1,101.3%
-495.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.4% |
| 7D | -0.2% | -7.8% | +7.6% | +3.7% |
| 30D | -16.4% | -7.9% | -8.5% | -13.4% |
| 3M | -11.1% | +19.9% | -31.1% | -20.9% |
| 6M | -12.0% | +9.8% | -21.8% | -19.4% |
| YTD | +30.9% | -3.3% | +34.2% | +26.5% |
| 1Y | +74.3% | -3.3% | +77.6% | +67.6% |
| 3Y | +165.2% | +61.5% | +103.6% | +85.5% |
| 5Y | +220.0% | +42.6% | +177.4% | +139.9% |
| 10Y | +527.7% | +197.1% | +330.6% | +216.5% |
| All | +606.2% | +1,101.3% | -495.1% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling