+2.9%
AWK vs ED
+15.3%
-12.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +4.3% | +1.9% | +2.3% | +2.7% |
| 3M | +12.5% | +1.9% | +10.7% | +11.3% |
| 6M | +3.3% | -2.3% | +5.6% | +5.1% |
| YTD | +9.8% | +10.9% | -1.1% | +3.2% |
| 1Y | +2.9% | +14.5% | -11.6% | -5.9% |
| All | +2.9% | +15.3% | -12.4% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling