+67.2%
AEP vs GWRE
+15.1%
+52.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -0.9% | -13.2% | +12.3% | -1.0% |
| 30D | -1.1% | -18.6% | +17.5% | -1.1% |
| 3M | -3.3% | +18.9% | -22.2% | -3.4% |
| 6M | -4.6% | -11.0% | +6.3% | -4.7% |
| YTD | +9.4% | -29.9% | +39.3% | +10.1% |
| 1Y | +16.9% | -44.3% | +61.3% | +18.3% |
| 3Y | +76.6% | +51.7% | +25.0% | +67.9% |
| All | +67.2% | +15.1% | +52.1% | +52.5% |
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