+265.0%
AEM vs AWK
+1,044.2%
-779.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.4% |
| 7D | -6.8% | +0.1% | -7.0% | -6.9% |
| 30D | +0.8% | +14.3% | -13.5% | -3.8% |
| 3M | -0.8% | +10.3% | -11.1% | -4.3% |
| 6M | -8.5% | +18.9% | -27.5% | -14.2% |
| YTD | +5.9% | +17.7% | -11.8% | -0.9% |
| 1Y | +6.6% | +16.9% | -10.3% | -0.2% |
| 3Y | +302.2% | +32.2% | +270.0% | +254.9% |
| 5Y | +250.8% | -2.2% | +253.0% | +241.7% |
| 10Y | +406.1% | +156.1% | +249.9% | +216.8% |
| All | +265.0% | +1,044.2% | -779.2% | +6.1% |
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