+111.5%
WDAY vs AEIS
+531.1%
-419.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.5% |
| 7D | -10.5% | -0.2% | -10.3% | -10.6% |
| 30D | +2.1% | -16.4% | +18.5% | +6.0% |
| 3M | +34.6% | -11.1% | +45.8% | +32.2% |
| 6M | +29.9% | -12.0% | +41.9% | +23.6% |
| YTD | -13.8% | +30.9% | -44.7% | -30.6% |
| 1Y | -18.3% | +74.3% | -92.6% | -41.9% |
| 3Y | -26.2% | +165.2% | -191.3% | -57.9% |
| 5Y | -30.8% | +220.0% | -250.8% | -64.5% |
| All | +111.5% | +531.1% | -419.6% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling