+142.7%
WFC vs AEIS
+531.1%
-388.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +2.3% | -16.4% | +18.7% | +7.1% |
| 3M | +9.8% | -11.1% | +20.9% | +10.1% |
| 6M | +15.6% | -12.0% | +27.6% | +14.3% |
| YTD | -2.4% | +30.9% | -33.3% | -16.2% |
| 1Y | +13.8% | +74.3% | -60.5% | -12.2% |
| 3Y | +134.6% | +165.2% | -30.5% | +50.9% |
| 5Y | +127.9% | +220.0% | -92.1% | +33.1% |
| All | +142.7% | +531.1% | -388.4% | +2.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling