+9.7%
AWK vs EIX
0.0%
+9.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -1.4% |
| 7D | +2.2% | +0.9% | +1.3% | +1.8% |
| 30D | +4.4% | -13.5% | +18.0% | +7.0% |
| 3M | +15.4% | -15.3% | +30.6% | +19.0% |
| 6M | +3.5% | -15.3% | +18.8% | +6.6% |
| YTD | +9.8% | +2.7% | +7.1% | +6.2% |
| 1Y | +3.0% | +17.4% | -14.5% | -4.8% |
| 3Y | +9.7% | -1.3% | +11.0% | +3.2% |
| All | +9.7% | 0.0% | +9.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling