-22.1%
WULF vs AEIS
+6.2%
-28.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -11.1% | +4.5% | +1.4% |
| 7D | -12.8% | -12.7% | -0.1% | -3.8% |
| 30D | -20.9% | -28.8% | +7.9% | +0.8% |
| 3M | -38.0% | -38.0% | 0.0% | -13.6% |
| 6M | -47.5% | -45.3% | -2.2% | -24.2% |
| YTD | +1.8% | +1.1% | +0.7% | -2.1% |
| 1Y | -22.1% | +8.6% | -30.7% | -27.7% |
| All | -22.1% | +6.2% | -28.3% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling