-0.9%
AWK vs ECL
+37.7%
-38.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | +4.1% | -0.8% | +4.9% | +4.4% |
| 30D | +18.0% | +8.1% | +9.9% | +14.4% |
| 3M | +12.2% | +6.4% | +5.9% | +9.4% |
| 6M | +21.2% | +14.8% | +6.5% | +14.6% |
| YTD | +17.6% | +15.5% | +2.1% | +10.3% |
| 1Y | +19.2% | +20.1% | -0.9% | +9.9% |
| 3Y | +26.7% | +77.8% | -51.0% | -3.6% |
| All | -0.9% | +37.7% | -38.6% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling