+969.7%
AWK vs ED
+452.1%
+517.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.9% |
| 7D | +1.7% | -0.2% | +1.9% | +1.9% |
| 30D | +5.6% | -0.1% | +5.7% | +5.6% |
| 3M | +15.9% | +3.9% | +11.9% | +12.5% |
| 6M | +4.6% | -3.0% | +7.6% | +7.1% |
| YTD | +10.1% | +10.7% | -0.6% | +1.6% |
| 1Y | +2.1% | +13.3% | -11.2% | -7.6% |
| 3Y | +9.8% | +34.5% | -24.6% | -12.7% |
| 5Y | -15.4% | +67.1% | -82.5% | -43.1% |
| 10Y | +129.4% | +103.0% | +26.4% | +34.8% |
| All | +969.7% | +452.1% | +517.6% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling