+2,231.7%
AEP vs GWW
+14,103.4%
-11,871.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.3% |
| 7D | +2.0% | -1.5% | +3.5% | +2.3% |
| 30D | +0.5% | +1.1% | -0.6% | +0.2% |
| 3M | -0.3% | -1.0% | +0.7% | -0.3% |
| 6M | -3.5% | +16.3% | -19.8% | -7.0% |
| YTD | +11.3% | +28.5% | -17.2% | +4.6% |
| 1Y | +20.2% | +30.3% | -10.0% | +12.5% |
| 3Y | +79.8% | +91.6% | -11.8% | +51.9% |
| 5Y | +65.6% | +224.0% | -158.4% | +22.8% |
| 10Y | +169.3% | +551.3% | -382.0% | +62.6% |
| All | +2,231.7% | +14,103.4% | -11,871.7% | +622.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling