+9.7%
AWK vs ACI
-43.5%
+53.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +0.3% |
| 7D | +2.2% | -2.6% | +4.7% | +2.6% |
| 30D | +4.4% | +1.1% | +3.4% | +4.3% |
| 3M | +15.4% | -23.6% | +39.0% | +19.6% |
| 6M | +3.5% | -29.9% | +33.5% | +8.8% |
| YTD | +9.8% | -26.9% | +36.7% | +14.3% |
| 1Y | +3.0% | -34.2% | +37.2% | +9.2% |
| 3Y | +9.7% | -43.6% | +53.3% | +27.0% |
| All | +9.7% | -43.5% | +53.1% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling