+79.6%
AEP vs AWK
+9.9%
+69.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | +2.0% | +2.2% | -0.2% | +0.9% |
| 30D | +0.5% | +4.4% | -3.9% | -1.8% |
| 3M | -0.3% | +15.4% | -15.7% | -7.6% |
| 6M | -3.5% | +3.5% | -7.0% | -5.6% |
| YTD | +11.3% | +9.8% | +1.5% | +5.3% |
| 1Y | +20.2% | +3.0% | +17.2% | +17.4% |
| All | +79.6% | +9.9% | +69.7% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling