+2.9%
AWK vs EIX
+13.6%
-10.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.5% |
| 7D | +0.6% | +4.1% | -3.5% | -0.1% |
| 30D | +4.3% | -15.3% | +19.6% | +5.9% |
| 3M | +12.5% | -18.4% | +31.0% | +15.9% |
| 6M | +3.3% | -16.8% | +20.1% | +5.8% |
| YTD | +9.8% | -0.6% | +10.3% | +6.5% |
| 1Y | +2.9% | +10.7% | -7.8% | -1.6% |
| All | +2.9% | +13.6% | -10.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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