+55.3%
WAT vs AEIS
+166.1%
-110.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.5% |
| 7D | -1.3% | +3.0% | -4.2% | -1.9% |
| 30D | +2.3% | -14.6% | +17.0% | +5.3% |
| 3M | +8.7% | -12.4% | +21.2% | +9.6% |
| 6M | +28.3% | -15.0% | +43.3% | +27.6% |
| YTD | +7.8% | +34.3% | -26.5% | -7.3% |
| 1Y | +36.6% | +87.4% | -50.8% | +3.5% |
| All | +55.3% | +166.1% | -110.8% | -4.4% |
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 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