+18.2%
AEP vs GWRE
-25.4%
+43.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -19.9% | +19.8% | -1.3% |
| 7D | +1.8% | -21.1% | +22.9% | +0.6% |
| 30D | -0.8% | +1.3% | -2.1% | -0.4% |
| 3M | -1.8% | +7.4% | -9.3% | -1.4% |
| 6M | -5.4% | +5.6% | -11.0% | -4.7% |
| YTD | +10.4% | -19.2% | +29.6% | +9.4% |
| 1Y | +18.2% | -25.1% | +43.3% | +15.4% |
| All | +18.2% | -25.4% | +43.6% | +15.4% |
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