+343.5%
AEM vs AWK
+9.9%
+333.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +12.5% | +4.3% | +8.2% | +11.6% |
| 3M | +26.9% | +12.5% | +14.4% | +24.0% |
| 6M | -9.4% | +3.3% | -12.7% | -10.0% |
| YTD | +20.3% | +9.8% | +10.5% | +17.7% |
| 1Y | +33.8% | +2.9% | +30.9% | +33.4% |
| All | +343.5% | +9.9% | +333.7% | +340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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