+608.2%
WDC vs AEIS
+150.6%
+457.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.9% | +5.3% |
| 7D | -3.2% | +9.5% | -12.7% | -8.4% |
| 30D | -19.0% | -17.5% | -1.5% | -7.9% |
| 3M | -28.4% | -29.3% | +0.8% | -11.0% |
| 6M | -39.2% | -34.7% | -4.5% | -20.4% |
| YTD | +82.1% | +10.7% | +71.3% | +69.0% |
| 1Y | +84.7% | +7.4% | +77.3% | +75.2% |
| 3Y | +825.6% | +161.1% | +664.5% | +374.9% |
| 5Y | +608.2% | +150.7% | +457.4% | +248.0% |
| All | +608.2% | +150.6% | +457.6% | +248.0% |
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