+4.7%
WY vs AEIS
+562.2%
-557.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -1.2% |
| 7D | -4.2% | +2.3% | -6.4% | -4.9% |
| 30D | -10.1% | -14.8% | +4.7% | -6.2% |
| 3M | -8.5% | -15.6% | +7.1% | -6.5% |
| 6M | -3.3% | -8.7% | +5.4% | -5.6% |
| YTD | -4.4% | +37.3% | -41.7% | -20.0% |
| 1Y | -11.5% | +80.3% | -91.8% | -34.0% |
| 3Y | -24.3% | +177.9% | -202.3% | -54.7% |
| 5Y | -21.3% | +235.8% | -257.1% | -57.9% |
| All | +4.7% | +562.2% | -557.5% | -64.0% |
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