+76.8%
AEP vs GWW
+88.4%
-11.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.0% | -3.1% | +2.2% | -0.8% |
| 30D | -0.1% | -2.3% | +2.2% | 0.0% |
| 3M | -3.2% | -3.3% | +0.1% | -3.0% |
| 6M | -5.3% | +15.4% | -20.7% | -6.2% |
| YTD | +9.5% | +26.7% | -17.2% | +7.4% |
| 1Y | +17.5% | +29.0% | -11.5% | +15.0% |
| All | +76.8% | +88.4% | -11.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling