+328.7%
WM vs AEIS
+358.4%
-29.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.3% | -11.2% | -0.6% |
| 7D | -0.5% | +1.0% | -1.4% | -0.8% |
| 30D | +13.3% | -24.0% | +37.3% | +15.1% |
| 3M | +4.4% | -32.5% | +36.9% | +6.8% |
| 6M | +10.8% | -38.6% | +49.4% | +13.4% |
| YTD | +9.1% | +4.8% | +4.2% | +4.5% |
| 1Y | +19.1% | +1.3% | +17.8% | +14.4% |
| 3Y | +45.7% | +159.2% | -113.6% | +21.0% |
| 5Y | +60.4% | +140.8% | -80.4% | +31.8% |
| 10Y | +328.7% | +349.8% | -21.1% | +189.1% |
| All | +328.7% | +358.4% | -29.7% | +189.1% |
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