+304.9%
AEM vs GWRE
+15.1%
+289.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -2.1% | -13.2% | +11.1% | -0.6% |
| 30D | +8.4% | -18.6% | +27.0% | +10.5% |
| 3M | +27.3% | +18.9% | +8.4% | +23.3% |
| 6M | -9.7% | -11.0% | +1.3% | -9.5% |
| YTD | +19.0% | -29.9% | +48.8% | +23.1% |
| 1Y | +31.5% | -44.3% | +75.8% | +40.9% |
| 3Y | +338.7% | +51.7% | +287.0% | +294.6% |
| All | +304.9% | +15.1% | +289.8% | +247.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling