+336.4%
WM vs AEIS
+320.4%
+16.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.5% |
| 7D | +1.2% | -11.3% | +12.5% | +1.8% |
| 30D | +13.1% | -32.6% | +45.7% | +15.8% |
| 3M | +3.6% | -39.2% | +42.8% | +6.8% |
| 6M | +8.1% | -45.4% | +53.4% | +11.5% |
| YTD | +8.9% | -5.8% | +14.7% | +5.1% |
| 1Y | +20.3% | -10.0% | +30.3% | +16.6% |
| 3Y | +46.2% | +121.2% | -75.0% | +23.3% |
| 5Y | +59.9% | +110.6% | -50.8% | +32.8% |
| All | +336.4% | +320.4% | +16.0% | +196.1% |
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 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