+551.6%
AEIS vs GWRE
+131.0%
+420.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | +2.3% | -13.2% | +15.5% | +6.9% |
| 30D | -14.8% | -18.6% | +3.8% | -10.9% |
| 3M | -15.6% | +18.9% | -34.5% | -26.1% |
| 6M | -8.7% | -11.0% | +2.2% | -13.6% |
| YTD | +37.3% | -29.9% | +67.2% | +43.0% |
| 1Y | +80.3% | -44.3% | +124.7% | +110.6% |
| 3Y | +177.9% | +51.7% | +126.3% | +71.1% |
| 5Y | +235.8% | +15.4% | +220.4% | +135.2% |
| All | +551.6% | +131.0% | +420.6% | +199.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling