+65.1%
AEP vs AWK
-16.7%
+81.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | +1.5% | +4.3% | -2.8% | -1.0% |
| 3M | -1.7% | +12.5% | -14.2% | -8.4% |
| 6M | -4.0% | +3.3% | -7.3% | -6.3% |
| YTD | +10.6% | +9.8% | +0.8% | +4.0% |
| 1Y | +18.6% | +2.9% | +15.7% | +15.3% |
| 3Y | +78.7% | +9.6% | +69.1% | +64.7% |
| 5Y | +65.1% | -16.7% | +81.7% | +72.5% |
| All | +65.1% | -16.7% | +81.8% | +72.5% |
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