+87.4%
AEIS vs WYNN
-26.4%
+113.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.0% | -3.9% | +6.9% | +4.3% |
| 30D | -14.6% | -9.3% | -5.4% | -11.7% |
| 3M | -12.4% | -11.4% | -1.0% | -8.7% |
| 6M | -15.0% | -11.0% | -4.0% | -12.0% |
| YTD | +34.3% | -23.4% | +57.7% | +47.3% |
| 1Y | +87.4% | -24.8% | +112.2% | +107.7% |
| All | +87.4% | -26.4% | +113.8% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling