+1,580.4%
AEIS vs WU
-19.6%
+1,600.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | -14.6% | -1.1% | -13.5% | -14.5% |
| 3M | -12.4% | -3.9% | -8.6% | -13.5% |
| 6M | -15.0% | -20.7% | +5.7% | -7.0% |
| YTD | +34.3% | -18.4% | +52.7% | +43.4% |
| 1Y | +87.4% | -8.1% | +95.4% | +84.0% |
| 3Y | +139.8% | -24.2% | +163.9% | +155.7% |
| 5Y | +220.7% | -50.4% | +271.2% | +322.5% |
| 10Y | +531.6% | -40.0% | +571.6% | +631.0% |
| All | +1,580.4% | -19.6% | +1,600.0% | +1,385.3% |
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