+186.5%
AEE vs WTW
+198.0%
-11.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -0.8% | -5.7% | +4.9% | +1.1% |
| 30D | -2.9% | -7.3% | +4.3% | -0.6% |
| 3M | -2.4% | +21.5% | -23.9% | -9.0% |
| 6M | -2.7% | +9.6% | -12.3% | -6.7% |
| YTD | +7.3% | -3.3% | +10.5% | +6.9% |
| 1Y | +7.5% | -6.1% | +13.7% | +8.2% |
| 3Y | +46.2% | +61.8% | -15.6% | +19.2% |
| 5Y | +39.7% | +42.7% | -3.0% | +17.5% |
| All | +186.5% | +198.0% | -11.5% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling