+46.2%
WM vs AEIS
+117.1%
-71.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -1.7% |
| 7D | +1.2% | -11.3% | +12.5% | +0.7% |
| 30D | +13.1% | -32.6% | +45.7% | +11.3% |
| 3M | +3.6% | -39.2% | +42.8% | +1.7% |
| 6M | +8.1% | -45.4% | +53.4% | +6.4% |
| YTD | +8.9% | -5.8% | +14.7% | +6.8% |
| 1Y | +20.3% | -10.0% | +30.3% | +18.1% |
| 3Y | +46.2% | +121.2% | -75.0% | +37.0% |
| All | +46.2% | +117.1% | -71.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling