+6.7%
WBD vs AEIS
+233.3%
-226.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.7% | +6.5% | -8.2% | -3.9% |
| 30D | +3.9% | -9.2% | +13.1% | +6.6% |
| 3M | +5.1% | -8.3% | +13.4% | +4.0% |
| 6M | +0.6% | -6.3% | +6.9% | -4.5% |
| YTD | -3.2% | +36.5% | -39.7% | -24.9% |
| 1Y | +127.7% | +84.8% | +42.9% | +47.7% |
| 3Y | +146.6% | +176.6% | -30.0% | +20.2% |
| All | +6.7% | +233.3% | -226.6% | -55.7% |
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