+21.3%
WAT vs AEIS
+4.7%
+16.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.1% |
| 7D | +0.6% | +11.5% | -10.9% | -0.3% |
| 30D | +5.4% | -15.8% | +21.2% | +5.9% |
| 3M | +11.3% | -33.3% | +44.6% | +13.1% |
| 6M | +37.4% | -35.2% | +72.6% | +39.0% |
| YTD | +21.2% | +5.0% | +16.1% | +10.4% |
| 1Y | +21.3% | +8.5% | +12.9% | +9.6% |
| All | +21.3% | +4.7% | +16.7% | +9.6% |
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