+16.9%
AWK vs EFV
+19.5%
-2.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +0.1% | +2.5% | -2.4% | +0.3% |
| 30D | +14.3% | +2.9% | +11.3% | +14.4% |
| 3M | +10.3% | -1.4% | +11.7% | +10.0% |
| 6M | +18.9% | +5.5% | +13.4% | +19.7% |
| YTD | +17.7% | +16.1% | +1.6% | +15.0% |
| 1Y | +16.9% | +20.3% | -3.4% | +12.2% |
| All | +16.9% | +19.5% | -2.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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