+156.8%
AWK vs ED
+136.7%
+20.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | +2.7% | +2.1% | +0.6% | +0.9% |
| 30D | +16.7% | +12.4% | +4.2% | +5.7% |
| 3M | +11.7% | +13.1% | -1.4% | +0.6% |
| 6M | +21.9% | +14.1% | +7.8% | +9.0% |
| YTD | +17.6% | +23.1% | -5.4% | -1.5% |
| 1Y | +19.8% | +25.4% | -5.7% | -1.5% |
| 3Y | +31.0% | +47.9% | -16.9% | -6.3% |
| 5Y | -3.0% | +81.9% | -84.8% | -41.8% |
| 10Y | +156.8% | +141.3% | +15.5% | +19.9% |
| All | +156.8% | +136.7% | +20.1% | +19.9% |
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