+610.5%
AEE vs WTW
+1,101.3%
-490.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | -0.7% | -7.8% | +7.1% | +1.6% |
| 30D | -2.0% | -7.9% | +5.9% | +0.2% |
| 3M | -2.8% | +19.9% | -22.8% | -8.1% |
| 6M | -3.6% | +9.8% | -13.4% | -7.0% |
| YTD | +7.3% | -3.3% | +10.7% | +6.9% |
| 1Y | +8.7% | -3.3% | +12.0% | +8.1% |
| 3Y | +46.0% | +61.5% | -15.5% | +24.4% |
| 5Y | +39.8% | +42.6% | -2.8% | +22.1% |
| 10Y | +191.4% | +197.1% | -5.6% | +104.5% |
| All | +610.5% | +1,101.3% | -490.8% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling