+16.9%
AWK vs AEIS
+4.7%
+12.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.3% | +0.9% |
| 7D | +0.1% | +11.5% | -11.4% | +1.5% |
| 30D | +14.3% | -15.8% | +30.0% | +12.9% |
| 3M | +10.3% | -33.3% | +43.6% | +7.0% |
| 6M | +18.9% | -35.2% | +54.1% | +15.6% |
| YTD | +17.7% | +5.0% | +12.7% | +18.7% |
| 1Y | +16.9% | +8.5% | +8.4% | +18.0% |
| All | +16.9% | +4.7% | +12.2% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling