+170.8%
AEP vs AWK
+135.6%
+35.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.7% |
| 7D | -1.0% | -0.7% | -0.2% | -0.5% |
| 30D | -0.1% | +2.8% | -2.9% | -2.0% |
| 3M | -3.2% | +11.3% | -14.5% | -10.0% |
| 6M | -5.3% | +6.7% | -12.0% | -9.8% |
| YTD | +9.5% | +9.4% | +0.2% | +2.3% |
| 1Y | +17.5% | +3.7% | +13.8% | +12.9% |
| 3Y | +77.0% | +9.2% | +67.7% | +61.5% |
| 5Y | +66.4% | -15.7% | +82.1% | +79.2% |
| All | +170.8% | +135.6% | +35.2% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling