+37.5%
AWK vs ACI
+32.8%
+4.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +0.1% | +2.3% | -2.1% | -0.1% |
| 30D | +14.3% | +1.2% | +13.0% | +14.1% |
| 3M | +10.3% | +6.8% | +3.5% | +9.4% |
| 6M | +18.9% | -18.7% | +37.7% | +21.0% |
| YTD | +17.7% | -20.2% | +37.9% | +19.9% |
| 1Y | +16.9% | -23.7% | +40.6% | +19.6% |
| 3Y | +32.2% | -31.6% | +63.8% | +36.5% |
| 5Y | -2.2% | -42.8% | +40.6% | +0.8% |
| All | +37.5% | +32.8% | +4.7% | +37.4% |
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