+670.6%
WULF vs AEIS
+2,610.7%
-1,940.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.0% |
| 7D | +15.6% | +6.5% | +9.1% | +14.9% |
| 30D | +5.7% | -9.2% | +14.9% | +6.9% |
| 3M | -32.3% | -8.3% | -23.9% | -31.5% |
| 6M | +23.7% | -6.3% | +30.0% | +25.0% |
| YTD | +49.1% | +36.5% | +12.6% | +45.8% |
| 1Y | +66.3% | +84.8% | -18.5% | +58.6% |
| 3Y | +851.7% | +176.6% | +675.1% | +789.3% |
| 5Y | -30.9% | +237.1% | -268.0% | -35.9% |
| 10Y | +86.9% | +554.7% | -467.8% | +69.0% |
| All | +670.6% | +2,610.7% | -1,940.0% | +497.3% |
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 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