+128.5%
WFC vs AEIS
+233.3%
-104.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.2% |
| 7D | +0.4% | +6.5% | -6.0% | -1.1% |
| 30D | +2.5% | -9.2% | +11.6% | +4.4% |
| 3M | +10.0% | -8.3% | +18.3% | +9.4% |
| 6M | +15.1% | -6.3% | +21.4% | +11.8% |
| YTD | -2.2% | +36.5% | -38.7% | -16.4% |
| 1Y | +13.5% | +84.8% | -71.3% | -13.4% |
| 3Y | +135.2% | +176.6% | -41.4% | +49.5% |
| All | +128.5% | +233.3% | -104.8% | +30.6% |
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