-21.6%
WY vs AEIS
+219.6%
-241.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -1.8% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -11.3% | -16.4% | +5.1% | -8.3% |
| 3M | -8.1% | -11.1% | +3.0% | -8.0% |
| 6M | -7.4% | -12.0% | +4.6% | -8.3% |
| YTD | -4.7% | +30.9% | -35.6% | -16.2% |
| 1Y | -9.2% | +74.3% | -83.5% | -27.9% |
| 3Y | -24.7% | +165.2% | -189.9% | -50.7% |
| 5Y | -21.6% | +220.0% | -241.6% | -54.3% |
| All | -21.6% | +219.6% | -241.1% | -54.3% |
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