+177.9%
AEIS vs WYNN
-5.1%
+183.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | +2.3% | -4.2% | +6.5% | +4.4% |
| 30D | -14.8% | -14.6% | -0.2% | -8.3% |
| 3M | -15.6% | -18.4% | +2.8% | -7.5% |
| 6M | -8.7% | -11.9% | +3.2% | -4.1% |
| YTD | +37.3% | -26.6% | +63.9% | +56.9% |
| 1Y | +80.3% | -28.5% | +108.9% | +107.7% |
| 3Y | +177.9% | -5.1% | +183.1% | +151.5% |
| All | +177.9% | -5.1% | +183.0% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling