+211.7%
AEP vs AWK
+157.1%
+54.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.7% |
| 7D | +2.9% | +0.1% | +2.7% | +2.8% |
| 30D | +3.2% | +14.3% | -11.1% | -5.5% |
| 3M | +3.8% | +10.3% | -6.5% | -2.9% |
| 6M | +2.5% | +18.9% | -16.4% | -9.0% |
| YTD | +15.5% | +17.7% | -2.2% | +2.6% |
| 1Y | +9.6% | +16.9% | -7.2% | -2.3% |
| 3Y | +91.2% | +32.2% | +59.0% | +53.3% |
| 5Y | +88.2% | -2.2% | +90.4% | +83.1% |
| All | +211.7% | +157.1% | +54.6% | +51.4% |
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