+437.9%
WWD vs AEIS
+332.3%
+105.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.9% |
| 7D | +4.0% | +11.5% | -7.6% | -0.3% |
| 30D | +0.4% | -15.8% | +16.2% | +5.8% |
| 3M | -7.9% | -33.3% | +25.4% | +4.8% |
| 6M | -10.6% | -35.2% | +24.6% | -0.2% |
| YTD | +9.4% | +5.0% | +4.4% | -0.8% |
| 1Y | +25.7% | +8.5% | +17.3% | +12.3% |
| 3Y | +148.5% | +152.9% | -4.3% | +47.7% |
| 5Y | +189.5% | +144.6% | +44.9% | +67.3% |
| All | +437.9% | +332.3% | +105.5% | +108.2% |
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