+574.4%
AEM vs GWRE
+736.4%
-161.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -5.0% | -30.9% | +25.9% | -2.6% |
| 30D | +8.5% | -20.7% | +29.2% | +10.1% |
| 3M | +29.3% | +20.2% | +9.1% | +26.6% |
| 6M | -12.9% | -11.9% | -1.1% | -12.9% |
| YTD | +16.8% | -30.3% | +47.1% | +18.9% |
| 1Y | +29.8% | -44.6% | +74.5% | +34.7% |
| 3Y | +336.7% | +48.8% | +287.9% | +316.9% |
| 5Y | +299.9% | +14.8% | +285.2% | +280.8% |
| 10Y | +362.2% | +128.1% | +234.1% | +324.4% |
| All | +574.4% | +736.4% | -161.9% | +491.9% |
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