+551.6%
AEIS vs WU
-39.1%
+590.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.7% |
| 7D | +2.3% | -3.5% | +5.7% | +4.0% |
| 30D | -14.8% | -2.9% | -11.9% | -14.0% |
| 3M | -15.6% | -2.3% | -13.3% | -17.6% |
| 6M | -8.7% | -25.4% | +16.7% | +2.3% |
| YTD | +37.3% | -21.2% | +58.5% | +48.3% |
| 1Y | +80.3% | -8.9% | +89.2% | +76.8% |
| 3Y | +177.9% | -29.0% | +206.9% | +205.2% |
| 5Y | +235.8% | -50.7% | +286.6% | +348.4% |
| All | +551.6% | -39.1% | +590.7% | +622.6% |
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