+8.5%
AEE vs GWRE
-25.4%
+34.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -19.9% | +20.0% | -0.6% |
| 7D | +0.3% | -21.1% | +21.4% | -0.4% |
| 30D | -2.3% | +1.3% | -3.6% | -2.0% |
| 3M | +0.2% | +7.4% | -7.2% | 0.0% |
| 6M | -4.7% | +5.6% | -10.4% | -4.3% |
| YTD | +8.1% | -19.2% | +27.3% | +8.6% |
| 1Y | +8.5% | -25.1% | +33.7% | +9.4% |
| All | +8.5% | -25.4% | +34.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling