-1.6%
AWK vs ACI
-41.7%
+40.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.8% |
| 7D | +4.1% | -2.2% | +6.3% | +4.5% |
| 30D | +18.0% | +10.3% | +7.7% | +15.9% |
| 3M | +12.2% | +7.2% | +5.0% | +10.7% |
| 6M | +21.2% | -18.0% | +39.2% | +24.5% |
| YTD | +17.6% | -22.0% | +39.5% | +21.6% |
| 1Y | +19.2% | -23.4% | +42.6% | +23.7% |
| 3Y | +26.7% | -35.8% | +62.6% | +35.6% |
| All | -1.6% | -41.7% | +40.1% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling