+156.8%
AWK vs ECL
+196.4%
-39.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | +16.7% | +8.6% | +8.1% | +12.5% |
| 3M | +11.7% | +7.9% | +3.9% | +8.0% |
| 6M | +21.9% | +21.0% | +0.9% | +12.0% |
| YTD | +17.6% | +17.5% | +0.1% | +8.8% |
| 1Y | +19.8% | +19.7% | +0.1% | +9.8% |
| 3Y | +31.0% | +77.4% | -46.4% | -1.3% |
| 5Y | -3.0% | +38.7% | -41.7% | -19.8% |
| 10Y | +156.8% | +193.5% | -36.7% | +60.8% |
| All | +156.8% | +196.4% | -39.6% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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