+237.1%
AEIS vs WU
-51.4%
+288.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | +6.5% | -4.9% | +11.4% | +8.0% |
| 30D | -9.2% | -1.3% | -7.9% | -9.1% |
| 3M | -8.3% | -3.6% | -4.8% | -9.7% |
| 6M | -6.3% | -24.3% | +18.0% | +0.2% |
| YTD | +36.5% | -21.1% | +57.6% | +43.1% |
| 1Y | +84.8% | -10.3% | +95.1% | +82.6% |
| 3Y | +176.6% | -28.4% | +204.9% | +192.6% |
| 5Y | +237.1% | -51.2% | +288.3% | +313.0% |
| All | +237.1% | -51.4% | +288.5% | +313.0% |
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