+381.1%
AEE vs NWSA
+123.2%
+257.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +1.3% |
| 7D | +1.3% | -2.6% | +4.0% | +1.8% |
| 30D | -1.2% | +4.6% | -5.8% | -2.0% |
| 3M | +1.0% | +10.2% | -9.2% | -0.8% |
| 6M | -2.3% | +21.6% | -23.9% | -5.8% |
| YTD | +9.1% | +14.6% | -5.5% | +6.1% |
| 1Y | +10.6% | +0.4% | +10.2% | +9.9% |
| 3Y | +48.5% | +45.0% | +3.5% | +37.2% |
| 5Y | +39.9% | +41.3% | -1.4% | +27.5% |
| 10Y | +185.7% | +142.8% | +42.9% | +120.2% |
| All | +381.1% | +123.2% | +257.9% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling