+438.2%
AEE vs GWRE
+736.4%
-298.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.7% | -30.9% | +30.3% | +1.6% |
| 30D | -2.0% | -20.7% | +18.7% | -0.7% |
| 3M | -2.8% | +20.2% | -23.0% | -4.7% |
| 6M | -3.6% | -11.9% | +8.3% | -3.8% |
| YTD | +7.3% | -30.3% | +37.6% | +9.0% |
| 1Y | +8.7% | -44.6% | +53.3% | +12.5% |
| 3Y | +46.0% | +48.8% | -2.8% | +36.2% |
| 5Y | +39.8% | +14.8% | +25.0% | +31.8% |
| 10Y | +191.4% | +128.1% | +63.3% | +156.7% |
| All | +438.2% | +736.4% | -298.2% | +380.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling