+32.2%
AWK vs EFV
+91.8%
-59.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.4% |
| 30D | +14.3% | +2.9% | +11.3% | +13.5% |
| 3M | +10.3% | -1.4% | +11.7% | +10.6% |
| 6M | +18.9% | +5.5% | +13.4% | +17.4% |
| YTD | +17.7% | +16.1% | +1.6% | +12.3% |
| 1Y | +16.9% | +20.3% | -3.4% | +9.9% |
| 3Y | +32.2% | +90.4% | -58.3% | -12.4% |
| All | +32.2% | +91.8% | -59.6% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling