+41.2%
AEE vs GWRE
+15.1%
+26.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -0.8% | -13.2% | +12.5% | -0.5% |
| 30D | -2.9% | -18.6% | +15.7% | -2.6% |
| 3M | -2.4% | +18.9% | -21.3% | -3.2% |
| 6M | -2.7% | -11.0% | +8.2% | -2.8% |
| YTD | +7.3% | -29.9% | +37.2% | +8.5% |
| 1Y | +7.5% | -44.3% | +51.9% | +10.1% |
| 3Y | +46.2% | +51.7% | -5.5% | +38.5% |
| All | +41.2% | +15.1% | +26.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling