-15.7%
AWK vs EFV
+94.1%
-109.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | +2.8% | -0.2% | +3.0% | +2.8% |
| 3M | +11.3% | +9.1% | +2.2% | +7.6% |
| 6M | +6.7% | +11.7% | -5.0% | +1.9% |
| YTD | +9.4% | +17.0% | -7.7% | +2.0% |
| 1Y | +3.7% | +26.7% | -23.0% | -6.7% |
| 3Y | +9.2% | +90.2% | -80.9% | -20.1% |
| 5Y | -15.7% | +96.1% | -111.8% | -42.9% |
| All | -15.7% | +94.1% | -109.8% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling