+158.6%
AWK vs AEIS
+332.3%
-173.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.3% | +1.6% |
| 7D | +0.1% | +11.5% | -11.4% | -0.6% |
| 30D | +14.3% | -15.8% | +30.0% | +15.2% |
| 3M | +10.3% | -33.3% | +43.6% | +12.8% |
| 6M | +18.9% | -35.2% | +54.1% | +21.0% |
| YTD | +17.7% | +5.0% | +12.7% | +12.9% |
| 1Y | +16.9% | +8.5% | +8.4% | +11.5% |
| 3Y | +32.2% | +152.9% | -120.7% | +10.1% |
| 5Y | -2.2% | +144.6% | -146.8% | -19.6% |
| All | +158.6% | +332.3% | -173.8% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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