+34.7%
WAT vs AEIS
+85.4%
-50.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | -1.8% | +6.5% | -8.3% | -2.2% |
| 30D | -1.7% | -9.2% | +7.5% | -1.2% |
| 3M | +9.1% | -8.3% | +17.4% | +9.0% |
| 6M | +32.4% | -6.3% | +38.8% | +29.3% |
| YTD | +6.6% | +36.5% | -29.9% | -0.8% |
| 1Y | +34.7% | +84.8% | -50.1% | +13.7% |
| All | +34.7% | +85.4% | -50.7% | +13.7% |
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