-13.1%
AON vs AWK
+1.8%
-14.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -9.1% | +1.7% | -10.8% | -9.7% |
| 30D | -10.2% | +5.6% | -15.8% | -12.1% |
| 3M | +0.5% | +15.9% | -15.4% | -4.3% |
| 6M | -4.8% | +4.6% | -9.4% | -6.8% |
| YTD | -8.0% | +10.1% | -18.0% | -11.6% |
| 1Y | -13.1% | +2.1% | -15.2% | -14.9% |
| All | -13.1% | +1.8% | -14.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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