+158.6%
AWK vs ECL
+197.5%
-39.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | +0.1% | +2.9% | -2.7% | -1.1% |
| 30D | +14.3% | +7.5% | +6.8% | +10.7% |
| 3M | +10.3% | +12.2% | -2.0% | +4.8% |
| 6M | +18.9% | +24.6% | -5.6% | +7.9% |
| YTD | +17.7% | +18.8% | -1.0% | +8.4% |
| 1Y | +16.9% | +19.3% | -2.5% | +7.3% |
| 3Y | +32.2% | +78.2% | -46.0% | -0.5% |
| 5Y | -2.2% | +38.8% | -41.0% | -19.2% |
| All | +158.6% | +197.5% | -39.0% | +62.5% |
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