+2.9%
AWK vs ECL
+2.6%
+0.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.2% | -0.8% | +2.9% | +2.4% |
| 30D | +4.4% | -2.5% | +6.9% | +5.2% |
| 3M | +15.4% | +8.3% | +7.0% | +13.2% |
| 6M | +3.5% | -1.1% | +4.6% | +3.8% |
| YTD | +9.8% | +6.5% | +3.3% | +6.8% |
| All | +2.9% | +2.6% | +0.3% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling