+2,120.8%
WEC vs AEIS
+2,566.8%
-446.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | -0.3% | +3.0% | -3.2% | -0.4% |
| 30D | -1.3% | -14.6% | +13.4% | -0.7% |
| 3M | -3.9% | -12.4% | +8.5% | -3.8% |
| 6M | -8.3% | -15.0% | +6.6% | -8.2% |
| YTD | +3.1% | +34.3% | -31.2% | +1.0% |
| 1Y | +1.9% | +87.4% | -85.4% | -1.8% |
| 3Y | +41.9% | +139.8% | -97.9% | +34.1% |
| 5Y | +30.8% | +220.7% | -190.0% | +21.2% |
| 10Y | +141.9% | +531.6% | -389.7% | +112.3% |
| All | +2,120.8% | +2,566.8% | -446.0% | +1,700.3% |
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