+2,539.5%
AEIS vs GWRE
+749.2%
+1,790.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | +0.4% |
| 7D | +6.5% | -26.2% | +32.7% | +15.5% |
| 30D | -9.2% | -17.8% | +8.6% | -5.4% |
| 3M | -8.3% | +14.2% | -22.6% | -17.4% |
| 6M | -6.3% | -12.9% | +6.6% | -10.0% |
| YTD | +36.5% | -29.2% | +65.7% | +40.2% |
| 1Y | +84.8% | -44.4% | +129.2% | +109.5% |
| 3Y | +176.6% | +51.1% | +125.5% | +91.9% |
| 5Y | +237.1% | +16.5% | +220.6% | +154.0% |
| 10Y | +554.7% | +131.6% | +423.1% | +285.9% |
| All | +2,539.5% | +749.2% | +1,790.3% | +1,064.3% |
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