+468.3%
WELL vs AEIS
+375.1%
+93.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.9% |
| 7D | +0.1% | +9.5% | -9.4% | -1.8% |
| 30D | +7.8% | -17.5% | +25.3% | +10.5% |
| 3M | +10.2% | -29.3% | +39.5% | +15.7% |
| 6M | +16.4% | -34.7% | +51.1% | +21.5% |
| YTD | +35.2% | +10.7% | +24.4% | +23.8% |
| 1Y | +30.5% | +7.4% | +23.1% | +20.1% |
| 3Y | +206.1% | +161.1% | +45.0% | +115.1% |
| 5Y | +228.3% | +150.7% | +77.6% | +126.0% |
| 10Y | +468.3% | +360.8% | +107.5% | +195.7% |
| All | +468.3% | +375.1% | +93.2% | +195.7% |
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