+2,027.6%
WM vs AEIS
+1,662.6%
+365.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.2% | +13.4% | +2.2% |
| 7D | +4.5% | -22.6% | +27.1% | +6.5% |
| 30D | +16.1% | -38.7% | +54.7% | +20.5% |
| 3M | +8.0% | -43.6% | +51.6% | +12.6% |
| 6M | +8.4% | -46.2% | +54.7% | +12.4% |
| YTD | +11.2% | -11.2% | +22.5% | +9.3% |
| 1Y | +22.3% | -17.7% | +40.0% | +20.9% |
| 3Y | +50.2% | +104.1% | -53.8% | +33.6% |
| 5Y | +63.3% | +98.5% | -35.2% | +43.7% |
| 10Y | +355.0% | +302.0% | +53.0% | +258.9% |
| All | +2,027.6% | +1,662.6% | +365.0% | +1,261.1% |
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 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