+474.4%
WWD vs AEIS
+531.1%
-56.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | +0.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -6.6% | -16.4% | +9.8% | -0.7% |
| 3M | -9.3% | -11.1% | +1.8% | -8.2% |
| 6M | -13.6% | -12.0% | -1.6% | -13.4% |
| YTD | +10.4% | +30.9% | -20.5% | -6.3% |
| 1Y | +39.9% | +74.3% | -34.5% | +4.5% |
| 3Y | +165.0% | +165.2% | -0.1% | +58.2% |
| 5Y | +183.8% | +220.0% | -36.2% | +50.0% |
| All | +474.4% | +531.1% | -56.7% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling