-24.7%
WULF vs AEIS
+232.6%
-257.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | -0.4% |
| 7D | +1.4% | +2.3% | -0.9% | -0.3% |
| 30D | -2.6% | -14.8% | +12.2% | +11.5% |
| 3M | -34.0% | -15.6% | -18.4% | -26.4% |
| 6M | +10.0% | -8.7% | +18.7% | +12.2% |
| YTD | +45.7% | +37.3% | +8.4% | -0.1% |
| 1Y | +57.3% | +80.3% | -23.0% | -18.8% |
| 3Y | +878.9% | +177.9% | +701.0% | +246.4% |
| All | -24.7% | +232.6% | -257.3% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling