+561.8%
GWW vs AEIS
+562.2%
-0.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | -0.3% |
| 7D | -3.4% | +2.3% | -5.6% | -3.9% |
| 30D | -1.9% | -14.8% | +12.9% | +1.0% |
| 3M | -2.4% | -15.6% | +13.2% | -0.8% |
| 6M | +15.7% | -8.7% | +24.4% | +14.3% |
| YTD | +27.6% | +37.3% | -9.7% | +13.9% |
| 1Y | +27.2% | +80.3% | -53.1% | +5.5% |
| 3Y | +89.7% | +177.9% | -88.3% | +37.1% |
| 5Y | +223.9% | +235.8% | -11.9% | +117.6% |
| All | +561.8% | +562.2% | -0.5% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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