+87.4%
AEIS vs GWRE
-25.4%
+112.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -19.9% | +22.3% | -2.4% |
| 7D | +3.0% | -21.1% | +24.1% | -2.3% |
| 30D | -14.6% | +1.3% | -16.0% | -13.2% |
| 3M | -12.4% | +7.4% | -19.9% | -6.6% |
| 6M | -15.0% | +5.6% | -20.6% | -7.8% |
| YTD | +34.3% | -19.2% | +53.5% | +50.1% |
| 1Y | +87.4% | -25.1% | +112.5% | +112.7% |
| All | +87.4% | -25.4% | +112.8% | +112.7% |
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 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