+433.0%
AME vs WTW
+198.0%
+235.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +1.7% | -5.7% | +7.5% | +4.3% |
| 30D | -6.4% | -7.3% | +0.8% | -3.6% |
| 3M | +7.1% | +21.5% | -14.4% | -2.6% |
| 6M | +8.2% | +9.6% | -1.5% | +1.9% |
| YTD | +18.2% | -3.3% | +21.5% | +17.1% |
| 1Y | +26.7% | -6.1% | +32.9% | +27.2% |
| 3Y | +60.7% | +61.8% | -1.1% | +18.6% |
| 5Y | +91.6% | +42.7% | +48.9% | +48.7% |
| All | +433.0% | +198.0% | +235.0% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling