+48.1%
WAB vs AEIS
+81.9%
-33.8%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | 0.0% |
| 7D | +0.1% | +2.3% | -2.1% | -0.4% |
| 30D | -4.1% | -14.8% | +10.7% | -1.1% |
| 3M | +8.2% | -15.6% | +23.8% | +10.7% |
| 6M | +15.4% | -8.7% | +24.1% | +14.9% |
| YTD | +33.1% | +37.3% | -4.2% | +23.5% |
| 1Y | +48.1% | +80.3% | -32.3% | +31.5% |
| All | +48.1% | +81.9% | -33.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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