+1,268.6%
AEIS vs WU
-22.9%
+1,291.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +23.2% | -5.3% | +28.5% | +26.5% |
| 30D | -17.0% | +9.0% | -26.0% | -22.2% |
| 3M | -32.2% | -3.6% | -28.6% | -32.8% |
| 6M | -32.6% | -19.4% | -13.2% | -28.5% |
| YTD | +9.4% | -21.7% | +31.1% | +16.5% |
| 1Y | +7.7% | -16.1% | +23.8% | +9.9% |
| 3Y | +157.9% | -24.1% | +182.1% | +169.6% |
| 5Y | +154.8% | -44.1% | +198.9% | +204.4% |
| 10Y | +355.2% | -39.6% | +394.8% | +411.5% |
| All | +1,268.6% | -22.9% | +1,291.5% | +1,107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling