+136.1%
AWK vs ECL
+149.7%
-13.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | +0.6% | -2.7% | +3.3% | +1.8% |
| 30D | +4.3% | -4.3% | +8.6% | +6.3% |
| 3M | +12.5% | +3.2% | +9.3% | +10.9% |
| 6M | +3.3% | -2.9% | +6.2% | +4.2% |
| YTD | +9.8% | +4.3% | +5.5% | +7.1% |
| 1Y | +2.9% | +1.6% | +1.3% | +1.3% |
| 3Y | +9.6% | +54.3% | -44.7% | -12.1% |
| 5Y | -16.7% | +26.5% | -43.1% | -28.4% |
| 10Y | +136.1% | +155.6% | -19.5% | +51.1% |
| All | +136.1% | +149.7% | -13.6% | +51.1% |
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