+312.8%
AEM vs AWK
+967.2%
-654.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +4.3% | +2.2% | +2.2% | +3.6% |
| 30D | +13.1% | +4.4% | +8.7% | +11.4% |
| 3M | +24.8% | +15.4% | +9.4% | +18.5% |
| 6M | -8.2% | +3.5% | -11.8% | -9.9% |
| YTD | +19.8% | +9.8% | +10.0% | +14.9% |
| 1Y | +32.1% | +3.0% | +29.1% | +29.1% |
| 3Y | +348.2% | +9.7% | +338.5% | +322.8% |
| 5Y | +297.5% | -17.2% | +314.6% | +310.4% |
| 10Y | +343.3% | +126.1% | +217.2% | +192.3% |
| All | +312.8% | +967.2% | -654.4% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling