+228.3%
WAT vs AEIS
+332.3%
-104.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.5% |
| 7D | +0.6% | +11.5% | -10.9% | -2.2% |
| 30D | +5.4% | -15.8% | +21.2% | +8.8% |
| 3M | +11.3% | -33.3% | +44.6% | +20.6% |
| 6M | +37.4% | -35.2% | +72.6% | +46.6% |
| YTD | +21.2% | +5.0% | +16.1% | +10.5% |
| 1Y | +21.3% | +8.5% | +12.9% | +9.4% |
| 3Y | +83.4% | +152.9% | -69.5% | +24.6% |
| 5Y | +29.0% | +144.6% | -115.7% | -13.8% |
| All | +228.3% | +332.3% | -104.0% | +78.4% |
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