+222.9%
WAB vs AEIS
+238.7%
-15.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +0.2% | +6.5% | -6.2% | -1.7% |
| 30D | -4.6% | -9.2% | +4.6% | -2.1% |
| 3M | +5.6% | -8.3% | +14.0% | +5.9% |
| 6M | +13.8% | -6.3% | +20.1% | +11.6% |
| YTD | +31.9% | +36.5% | -4.6% | +12.4% |
| 1Y | +48.3% | +84.8% | -36.5% | +11.6% |
| 3Y | +167.1% | +176.6% | -9.4% | +64.0% |
| 5Y | +222.9% | +237.1% | -14.2% | +73.3% |
| All | +222.9% | +238.7% | -15.9% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling