+27.8%
AWK vs ACI
+17.4%
+10.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -0.7% | -7.1% | +6.3% | +0.1% |
| 30D | +2.8% | -4.5% | +7.3% | +3.3% |
| 3M | +11.3% | -22.3% | +33.6% | +14.0% |
| 6M | +6.7% | -28.4% | +35.1% | +10.2% |
| YTD | +9.4% | -29.5% | +38.9% | +13.0% |
| 1Y | +3.7% | -34.2% | +38.0% | +7.9% |
| 3Y | +9.2% | -45.7% | +54.9% | +15.6% |
| 5Y | -15.7% | -40.8% | +25.1% | -11.8% |
| All | +27.8% | +17.4% | +10.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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