+411.6%
AEP vs GWRE
+741.3%
-329.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -0.9% | -13.2% | +12.3% | -0.3% |
| 30D | -1.1% | -18.6% | +17.5% | -0.3% |
| 3M | -3.3% | +18.9% | -22.2% | -4.5% |
| 6M | -4.6% | -11.0% | +6.3% | -4.8% |
| YTD | +9.4% | -29.9% | +39.3% | +10.6% |
| 1Y | +16.9% | -44.3% | +61.3% | +19.8% |
| 3Y | +76.6% | +51.7% | +25.0% | +66.6% |
| 5Y | +66.2% | +15.4% | +50.8% | +58.0% |
| 10Y | +174.7% | +129.4% | +45.3% | +147.1% |
| All | +411.6% | +741.3% | -329.8% | +341.7% |
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