+9.2%
AWK vs AEE
+48.1%
-38.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.6% | +1.1% | -0.4% | -0.1% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +12.5% | -0.9% | +13.4% | +13.1% |
| 6M | +3.3% | -2.4% | +5.7% | +4.7% |
| YTD | +9.8% | +8.6% | +1.1% | +3.1% |
| 1Y | +2.9% | +10.2% | -7.2% | -4.4% |
| All | +9.2% | +48.1% | -38.9% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling