-3.3%
AWK vs AEIS
+142.3%
-145.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.3% | +1.3% |
| 7D | +0.1% | +11.5% | -11.4% | +0.2% |
| 30D | +14.3% | -15.8% | +30.0% | +14.4% |
| 3M | +10.3% | -33.3% | +43.6% | +10.7% |
| 6M | +18.9% | -35.2% | +54.1% | +19.2% |
| YTD | +17.7% | +5.0% | +12.7% | +14.2% |
| 1Y | +16.9% | +8.5% | +8.4% | +13.1% |
| 3Y | +32.2% | +152.9% | -120.7% | +13.1% |
| All | -3.3% | +142.3% | -145.6% | -20.1% |
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