+39.8%
AEE vs NWSA
+39.0%
+0.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.7% | -4.8% | +4.1% | 0.0% |
| 30D | -2.0% | +3.0% | -4.9% | -2.4% |
| 3M | -2.8% | +9.3% | -12.1% | -4.2% |
| 6M | -3.6% | +23.2% | -26.8% | -6.6% |
| YTD | +7.3% | +13.3% | -6.0% | +5.1% |
| 1Y | +8.7% | +2.9% | +5.8% | +7.9% |
| 3Y | +46.0% | +43.3% | +2.7% | +36.5% |
| 5Y | +39.8% | +40.9% | -1.1% | +26.3% |
| All | +39.8% | +39.0% | +0.7% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling