+155.5%
AWK vs ALLE
+222.4%
-66.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +4.1% | -0.6% | +4.7% | +4.3% |
| 30D | +18.0% | +25.3% | -7.4% | +9.0% |
| 3M | +12.2% | +10.3% | +1.9% | +8.2% |
| 6M | +21.2% | +38.0% | -16.8% | +7.6% |
| YTD | +17.6% | +17.8% | -0.2% | +9.6% |
| 1Y | +19.2% | +13.6% | +5.6% | +12.5% |
| 3Y | +26.7% | +89.2% | -62.5% | -3.2% |
| 5Y | -1.3% | +51.1% | -52.4% | -19.6% |
| All | +155.5% | +222.4% | -66.9% | +74.1% |
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