+192.2%
WWD vs AEIS
+238.7%
-46.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +0.6% | +6.5% | -5.8% | -1.4% |
| 30D | -5.1% | -9.2% | +4.1% | -2.6% |
| 3M | -11.2% | -8.3% | -2.9% | -11.1% |
| 6M | -12.0% | -6.3% | -5.7% | -13.6% |
| YTD | +12.0% | +36.5% | -24.5% | -4.0% |
| 1Y | +42.8% | +84.8% | -42.0% | +8.8% |
| 3Y | +168.9% | +176.6% | -7.6% | +68.7% |
| 5Y | +192.2% | +237.1% | -44.9% | +63.1% |
| All | +192.2% | +238.7% | -46.5% | +63.1% |
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