+88.2%
AEP vs AWK
-2.9%
+91.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +4.8% | +15.5% | -10.7% | -3.6% |
| 3M | +5.4% | +10.0% | -4.6% | -0.5% |
| 6M | +0.4% | +20.4% | -20.0% | -10.2% |
| YTD | +15.5% | +17.1% | -1.6% | +4.5% |
| 1Y | +8.5% | +18.3% | -9.7% | -2.6% |
| 3Y | +84.6% | +30.4% | +54.2% | +52.5% |
| All | +88.2% | -2.9% | +91.2% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling