+2.9%
AWK vs ACI
-35.6%
+38.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +0.6% | -5.0% | +5.7% | +1.3% |
| 30D | +4.3% | -2.3% | +6.6% | +4.6% |
| 3M | +12.5% | -23.2% | +35.7% | +15.9% |
| 6M | +3.3% | -29.5% | +32.8% | +7.8% |
| YTD | +9.8% | -28.6% | +38.4% | +14.0% |
| 1Y | +2.9% | -34.0% | +36.9% | +10.7% |
| All | +2.9% | -35.6% | +38.5% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling