+37.4%
AWK vs ACI
+34.0%
+3.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | +16.7% | +9.5% | +7.1% | +15.4% |
| 3M | +11.7% | +10.1% | +1.7% | +10.4% |
| 6M | +21.9% | -15.4% | +37.3% | +23.4% |
| YTD | +17.6% | -19.5% | +37.2% | +19.6% |
| 1Y | +19.8% | -21.0% | +40.8% | +22.1% |
| 3Y | +31.0% | -31.2% | +62.2% | +35.2% |
| 5Y | -3.0% | -40.6% | +37.6% | -0.1% |
| All | +37.4% | +34.0% | +3.5% | +37.2% |
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