+158.6%
AWK vs ALLE
+211.7%
-53.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | +0.1% | +3.6% | -3.4% | -1.1% |
| 30D | +14.3% | +25.9% | -11.6% | +5.3% |
| 3M | +10.3% | +15.8% | -5.5% | +4.5% |
| 6M | +18.9% | +48.1% | -29.1% | +3.0% |
| YTD | +17.7% | +22.0% | -4.2% | +8.3% |
| 1Y | +16.9% | +18.0% | -1.2% | +8.8% |
| 3Y | +32.2% | +93.1% | -60.9% | +0.2% |
| 5Y | -2.2% | +52.1% | -54.2% | -20.5% |
| All | +158.6% | +211.7% | -53.1% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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