+28.6%
AWK vs ACI
+25.9%
+2.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | +5.6% | +5.9% | -0.3% | +4.9% |
| 3M | +15.9% | -19.8% | +35.6% | +18.2% |
| 6M | +4.6% | -24.7% | +29.3% | +7.4% |
| YTD | +10.1% | -24.4% | +34.4% | +12.8% |
| 1Y | +2.1% | -31.5% | +33.6% | +5.7% |
| 3Y | +9.8% | -38.7% | +48.5% | +14.8% |
| 5Y | -15.4% | -42.8% | +27.5% | -12.1% |
| All | +28.6% | +25.9% | +2.7% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling