+88.4%
WAT vs AEIS
+152.4%
-64.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.3% | -7.1% | +2.1% |
| 7D | +6.0% | +1.0% | +5.1% | +5.3% |
| 30D | +9.9% | -24.0% | +33.9% | +14.7% |
| 3M | +17.2% | -32.5% | +49.7% | +24.3% |
| 6M | +34.2% | -38.6% | +72.8% | +43.0% |
| YTD | +25.5% | +4.8% | +20.7% | +11.8% |
| 1Y | +28.3% | +1.3% | +26.9% | +15.1% |
| 3Y | +88.4% | +159.2% | -70.9% | +14.1% |
| All | +88.4% | +152.4% | -64.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling