+158.6%
AWK vs AEE
+222.5%
-63.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.5% |
| 7D | +0.1% | +1.7% | -1.6% | -1.2% |
| 30D | +14.3% | +9.7% | +4.5% | +6.0% |
| 3M | +10.3% | +5.9% | +4.4% | +5.2% |
| 6M | +18.9% | +6.7% | +12.2% | +12.5% |
| YTD | +17.7% | +17.4% | +0.4% | +2.7% |
| 1Y | +16.9% | +12.7% | +4.2% | +5.4% |
| 3Y | +32.2% | +68.2% | -36.0% | -15.6% |
| 5Y | -2.2% | +57.3% | -59.5% | -34.2% |
| All | +158.6% | +222.5% | -63.9% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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