+969.7%
AWK vs AEE
+376.7%
+592.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +5.6% | -2.3% | +7.8% | +7.1% |
| 3M | +15.9% | +0.2% | +15.6% | +15.6% |
| 6M | +4.6% | -4.7% | +9.3% | +7.7% |
| YTD | +10.1% | +8.1% | +2.0% | +4.4% |
| 1Y | +2.1% | +8.5% | -6.5% | -3.5% |
| 3Y | +9.8% | +48.9% | -39.0% | -15.9% |
| 5Y | -15.4% | +39.9% | -55.3% | -32.4% |
| 10Y | +129.4% | +186.5% | -57.1% | +25.3% |
| All | +969.7% | +376.7% | +592.9% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling