+231.4%
WAT vs AEIS
+375.1%
-143.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -2.1% |
| 7D | +0.7% | +9.5% | -8.8% | -1.8% |
| 30D | +9.0% | -17.5% | +26.5% | +13.0% |
| 3M | +13.5% | -29.3% | +42.7% | +21.2% |
| 6M | +35.3% | -34.7% | +70.0% | +44.2% |
| YTD | +24.0% | +10.7% | +13.3% | +11.6% |
| 1Y | +22.0% | +7.4% | +14.6% | +10.5% |
| 3Y | +84.0% | +161.1% | -77.1% | +24.2% |
| 5Y | +34.4% | +150.7% | -116.4% | -10.7% |
| 10Y | +231.4% | +360.8% | -129.4% | +78.0% |
| All | +231.4% | +375.1% | -143.7% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling