+89.5%
GWW vs AEIS
+172.0%
-82.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -0.5% | +6.5% | -6.9% | -1.3% |
| 30D | -1.4% | -9.2% | +7.7% | -0.4% |
| 3M | -3.6% | -8.3% | +4.7% | -3.8% |
| 6M | +15.1% | -6.3% | +21.5% | +13.6% |
| YTD | +27.5% | +36.5% | -9.0% | +17.0% |
| 1Y | +29.6% | +84.8% | -55.2% | +11.2% |
| All | +89.5% | +172.0% | -82.5% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling