+186.5%
AEE vs NWSA
+149.4%
+37.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | -2.9% | +3.0% | -5.9% | -3.5% |
| 3M | -2.4% | +12.3% | -14.7% | -4.7% |
| 6M | -2.7% | +21.9% | -24.6% | -6.5% |
| YTD | +7.3% | +13.6% | -6.3% | +4.2% |
| 1Y | +7.5% | +0.5% | +7.1% | +6.8% |
| 3Y | +46.2% | +43.8% | +2.5% | +34.2% |
| 5Y | +39.7% | +41.2% | -1.5% | +26.0% |
| All | +186.5% | +149.4% | +37.1% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling