-16.7%
AWK vs AEIS
+238.7%
-255.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.6% | +6.5% | -5.9% | +0.5% |
| 30D | +4.3% | -9.2% | +13.5% | +4.4% |
| 3M | +12.5% | -8.3% | +20.9% | +12.3% |
| 6M | +3.3% | -6.3% | +9.6% | +2.6% |
| YTD | +9.8% | +36.5% | -26.7% | +6.6% |
| 1Y | +2.9% | +84.8% | -81.9% | -2.4% |
| 3Y | +9.6% | +176.6% | -167.0% | -2.5% |
| 5Y | -16.7% | +237.1% | -253.7% | -30.5% |
| All | -16.7% | +238.7% | -255.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling