+2,442.6%
WFC vs AEIS
+2,566.8%
-124.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | +3.8% | +3.0% | +0.8% | +3.2% |
| 30D | +1.5% | -14.6% | +16.1% | +3.9% |
| 3M | +10.9% | -12.4% | +23.3% | +11.6% |
| 6M | +8.4% | -15.0% | +23.4% | +8.9% |
| YTD | -1.9% | +34.3% | -36.2% | -9.5% |
| 1Y | +12.3% | +87.4% | -75.0% | -2.7% |
| 3Y | +132.3% | +139.8% | -7.5% | +89.6% |
| 5Y | +130.1% | +220.7% | -90.7% | +76.8% |
| 10Y | +134.4% | +531.6% | -397.2% | +55.4% |
| All | +2,442.6% | +2,566.8% | -124.3% | +1,082.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling