+90.7%
WFC vs AEIS
+142.3%
-51.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.2% |
| 7D | +2.5% | +11.5% | -9.0% | 0.0% |
| 30D | +7.0% | -15.8% | +22.8% | +9.9% |
| 3M | -1.8% | -33.3% | +31.6% | +5.7% |
| 6M | +18.4% | -35.2% | +53.6% | +25.3% |
| YTD | -5.6% | +5.0% | -10.6% | -15.7% |
| 1Y | +3.9% | +8.5% | -4.6% | -8.4% |
| 3Y | +126.3% | +152.9% | -26.6% | +41.9% |
| All | +90.7% | +142.3% | -51.6% | +16.3% |
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 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