+6,977.7%
WAB vs AEIS
+2,566.8%
+4,410.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -3.2% | +3.0% | -6.2% | -3.8% |
| 30D | -4.4% | -14.6% | +10.2% | -1.7% |
| 3M | +7.9% | -12.4% | +20.3% | +9.2% |
| 6M | +8.7% | -15.0% | +23.7% | +10.1% |
| YTD | +33.0% | +34.3% | -1.3% | +22.6% |
| 1Y | +46.7% | +87.4% | -40.7% | +25.9% |
| 3Y | +153.0% | +139.8% | +13.2% | +103.2% |
| 5Y | +222.3% | +220.7% | +1.5% | +142.5% |
| 10Y | +291.0% | +531.6% | -240.6% | +149.1% |
| All | +6,977.7% | +2,566.8% | +4,410.9% | +2,754.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling