+299.9%
AEM vs AWK
-17.3%
+317.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | +8.5% | +2.8% | +5.7% | +7.6% |
| 3M | +29.3% | +11.3% | +18.0% | +24.9% |
| 6M | -12.9% | +6.7% | -19.7% | -15.0% |
| YTD | +16.8% | +9.4% | +7.4% | +12.7% |
| 1Y | +29.8% | +3.7% | +26.1% | +27.4% |
| 3Y | +336.7% | +9.2% | +327.5% | +313.3% |
| 5Y | +299.9% | -15.7% | +315.6% | +313.0% |
| All | +299.9% | -17.3% | +317.2% | +313.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling