+1,034.4%
AWK vs ED
+509.2%
+525.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +15.8% | +11.6% | +4.2% | +6.3% |
| 3M | +11.0% | +10.5% | +0.5% | +2.6% |
| 6M | +21.0% | +13.2% | +7.8% | +9.8% |
| YTD | +16.7% | +22.1% | -5.4% | -0.2% |
| 1Y | +17.2% | +24.2% | -7.0% | -1.2% |
| 3Y | +29.2% | +46.9% | -17.7% | -4.2% |
| 5Y | -2.3% | +80.8% | -83.1% | -38.1% |
| 10Y | +150.5% | +134.3% | +16.3% | +32.4% |
| All | +1,034.4% | +509.2% | +525.2% | +217.8% |
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