+154.8%
AEIS vs WU
-43.2%
+198.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +23.2% | -5.3% | +28.5% | +24.6% |
| 30D | -17.0% | +9.0% | -26.0% | -19.4% |
| 3M | -32.2% | -3.6% | -28.6% | -32.2% |
| 6M | -32.6% | -19.4% | -13.2% | -30.0% |
| YTD | +9.4% | -21.7% | +31.1% | +13.9% |
| 1Y | +7.7% | -16.1% | +23.8% | +9.0% |
| 3Y | +157.9% | -24.1% | +182.1% | +165.8% |
| 5Y | +154.8% | -44.1% | +198.9% | +191.0% |
| All | +154.8% | -43.2% | +198.0% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling