+217.7%
WAB vs AEIS
+145.4%
+72.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +7.9% | +23.2% | -15.3% | +1.2% |
| 30D | +4.9% | -17.0% | +21.9% | +9.7% |
| 3M | +1.8% | -32.2% | +33.9% | +12.4% |
| 6M | +12.0% | -32.6% | +44.5% | +21.1% |
| YTD | +41.3% | +9.4% | +31.9% | +26.8% |
| 1Y | +43.8% | +7.7% | +36.2% | +29.6% |
| 3Y | +171.1% | +157.9% | +13.1% | +64.8% |
| 5Y | +217.7% | +154.8% | +63.0% | +83.9% |
| All | +217.7% | +145.4% | +72.3% | +83.9% |
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