+10,726.6%
WAT vs AEIS
+2,566.8%
+8,159.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.4% |
| 7D | -1.3% | +3.0% | -4.2% | -1.8% |
| 30D | +2.3% | -14.6% | +17.0% | +4.8% |
| 3M | +8.7% | -12.4% | +21.2% | +9.7% |
| 6M | +28.3% | -15.0% | +43.3% | +28.8% |
| YTD | +7.8% | +34.3% | -26.5% | -0.3% |
| 1Y | +36.6% | +87.4% | -50.8% | +18.8% |
| 3Y | +45.7% | +139.8% | -94.1% | +19.6% |
| 5Y | -3.3% | +220.7% | -224.0% | -25.1% |
| 10Y | +162.1% | +531.6% | -369.5% | +73.1% |
| All | +10,726.6% | +2,566.8% | +8,159.8% | +4,372.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling