+969.7%
AWK vs ECL
+618.0%
+351.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.7% | -2.6% | +4.3% | +2.8% |
| 30D | +5.6% | -2.2% | +7.7% | +6.5% |
| 3M | +15.9% | +10.1% | +5.7% | +11.6% |
| 6M | +4.6% | -5.7% | +10.3% | +6.6% |
| YTD | +10.1% | +7.0% | +3.1% | +6.6% |
| 1Y | +2.1% | +2.7% | -0.6% | +0.3% |
| 3Y | +9.8% | +57.7% | -47.9% | -10.0% |
| 5Y | -15.4% | +31.1% | -46.5% | -26.9% |
| 10Y | +129.4% | +150.9% | -21.5% | +52.7% |
| All | +969.7% | +618.0% | +351.7% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling