+16.9%
AWK vs AEE
+12.0%
+4.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | +0.1% | +1.7% | -1.6% | -1.0% |
| 30D | +14.3% | +9.7% | +4.5% | +7.3% |
| 3M | +10.3% | +5.9% | +4.4% | +6.0% |
| 6M | +18.9% | +6.7% | +12.2% | +13.5% |
| YTD | +17.7% | +17.4% | +0.4% | +5.2% |
| 1Y | +16.9% | +12.7% | +4.2% | +5.7% |
| All | +16.9% | +12.0% | +4.9% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling