+326.4%
WM vs AEIS
+347.9%
-21.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +1.2% | -6.9% | +8.0% | +1.5% |
| 30D | +13.7% | -23.2% | +36.9% | +15.4% |
| 3M | +5.2% | -29.5% | +34.7% | +7.3% |
| 6M | +11.2% | -37.9% | +49.1% | +13.6% |
| YTD | +9.4% | +6.0% | +3.4% | +4.8% |
| 1Y | +20.4% | +1.2% | +19.2% | +15.7% |
| 3Y | +44.7% | +150.0% | -105.3% | +21.0% |
| 5Y | +58.5% | +141.9% | -83.4% | +30.2% |
| 10Y | +326.4% | +356.2% | -29.8% | +186.9% |
| All | +326.4% | +347.9% | -21.6% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling