+27.3%
WAT vs AEIS
+6.2%
+21.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.1% | +12.8% | +2.3% |
| 7D | -1.9% | -12.7% | +10.7% | -1.3% |
| 30D | +6.2% | -28.8% | +35.1% | +8.0% |
| 3M | +18.1% | -38.0% | +56.1% | +20.8% |
| 6M | +54.9% | -45.3% | +100.2% | +58.7% |
| YTD | +23.1% | +1.1% | +22.0% | +15.0% |
| 1Y | +27.3% | +8.6% | +18.7% | +17.8% |
| All | +27.3% | +6.2% | +21.0% | +17.8% |
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