-5.1%
WAT vs AEIS
+228.8%
-233.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.3% |
| 7D | -0.7% | +8.1% | -8.9% | -2.7% |
| 30D | -1.0% | -11.1% | +10.2% | +1.5% |
| 3M | +10.9% | -5.6% | +16.5% | +9.8% |
| 6M | +33.2% | -0.6% | +33.8% | +26.7% |
| YTD | +6.1% | +38.0% | -32.0% | -10.3% |
| 1Y | +30.2% | +87.2% | -57.0% | -2.3% |
| 3Y | +52.9% | +179.7% | -126.8% | -5.4% |
| 5Y | -5.1% | +241.7% | -246.9% | -48.1% |
| All | -5.1% | +228.8% | -233.9% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling