+475.8%
AEP vs AWK
+969.7%
-493.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.8% | +1.7% | +0.1% | +0.8% |
| 30D | -0.8% | +5.6% | -6.4% | -4.0% |
| 3M | -1.8% | +15.9% | -17.7% | -10.3% |
| 6M | -5.4% | +4.6% | -9.9% | -8.4% |
| YTD | +10.4% | +10.1% | +0.4% | +3.5% |
| 1Y | +18.2% | +2.1% | +16.1% | +15.1% |
| 3Y | +79.0% | +9.8% | +69.1% | +64.8% |
| 5Y | +64.8% | -15.4% | +80.2% | +75.4% |
| 10Y | +170.8% | +129.4% | +41.4% | +62.8% |
| All | +475.8% | +969.7% | -493.9% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling