+130.7%
WFC vs AEIS
+173.5%
-42.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.8% |
| 7D | +1.1% | +8.1% | -7.1% | -0.5% |
| 30D | +0.8% | -11.1% | +12.0% | +2.8% |
| 3M | +9.3% | -5.6% | +14.9% | +8.0% |
| 6M | +10.6% | -0.6% | +11.3% | +6.1% |
| YTD | -4.1% | +38.0% | -42.1% | -16.9% |
| 1Y | +13.6% | +87.2% | -73.7% | -11.5% |
| 3Y | +130.7% | +179.7% | -49.0% | +48.1% |
| All | +130.7% | +173.5% | -42.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling