+158.6%
AWK vs ED
+147.1%
+11.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.2% |
| 7D | +0.1% | +2.1% | -1.9% | -1.6% |
| 30D | +14.3% | +10.4% | +3.9% | +5.1% |
| 3M | +10.3% | +12.5% | -2.3% | -0.3% |
| 6M | +18.9% | +14.9% | +4.0% | +5.7% |
| YTD | +17.7% | +24.8% | -7.1% | -2.6% |
| 1Y | +16.9% | +23.8% | -7.0% | -2.8% |
| 3Y | +32.2% | +51.6% | -19.5% | -7.4% |
| 5Y | -2.2% | +86.4% | -88.6% | -42.5% |
| All | +158.6% | +147.1% | +11.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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