+335.2%
AEIS vs WU
-38.9%
+374.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.3% | -4.6% |
| 7D | +11.5% | -2.0% | +13.5% | +12.4% |
| 30D | -15.8% | +11.4% | -27.2% | -21.0% |
| 3M | -33.3% | -6.8% | -26.5% | -32.5% |
| 6M | -35.2% | -14.6% | -20.6% | -33.4% |
| YTD | +5.0% | -20.6% | +25.7% | +10.9% |
| 1Y | +8.5% | -15.4% | +23.8% | +10.2% |
| 3Y | +152.9% | -23.6% | +176.5% | +162.8% |
| 5Y | +144.6% | -43.4% | +188.0% | +191.7% |
| All | +335.2% | -38.9% | +374.1% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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