+6,281.8%
AME vs WTW
+1,094.8%
+5,187.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +2.9% | +0.8% |
| 7D | +1.3% | -7.1% | +8.4% | +4.3% |
| 30D | -6.6% | -8.5% | +2.0% | -3.4% |
| 3M | +3.0% | +20.6% | -17.6% | -5.3% |
| 6M | +5.3% | +7.2% | -1.9% | +0.6% |
| YTD | +15.4% | -3.9% | +19.3% | +14.4% |
| 1Y | +26.8% | -3.6% | +30.4% | +25.2% |
| 3Y | +56.5% | +60.7% | -4.2% | +22.9% |
| 5Y | +85.2% | +42.2% | +43.1% | +51.8% |
| 10Y | +428.5% | +195.5% | +233.1% | +217.2% |
| All | +6,281.8% | +1,094.8% | +5,187.0% | +2,790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling