+170.9%
WAB vs AEIS
+173.5%
-2.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.2% |
| 7D | +1.7% | +8.1% | -6.5% | -0.4% |
| 30D | -2.4% | -11.1% | +8.7% | +0.3% |
| 3M | +9.7% | -5.6% | +15.3% | +9.1% |
| 6M | +16.5% | -0.6% | +17.2% | +12.8% |
| YTD | +33.7% | +38.0% | -4.3% | +16.6% |
| 1Y | +49.7% | +87.2% | -37.6% | +17.2% |
| 3Y | +170.9% | +179.7% | -8.8% | +82.0% |
| All | +170.9% | +173.5% | -2.6% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling