-23.3%
WY vs AEIS
+148.8%
-172.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.0% |
| 7D | -0.8% | +11.5% | -12.3% | -1.7% |
| 30D | +10.1% | -15.8% | +25.9% | +11.3% |
| 3M | -15.4% | -33.3% | +17.9% | -12.4% |
| 6M | -8.3% | -35.2% | +26.9% | -5.7% |
| YTD | -9.8% | +5.0% | -14.8% | -16.0% |
| 1Y | -3.9% | +8.5% | -12.4% | -11.2% |
| 3Y | -23.3% | +152.9% | -176.2% | -48.6% |
| All | -23.3% | +148.8% | -172.1% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling