+1,037.8%
AWK vs EIX
+129.1%
+908.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | 0.0% | -2.5% | +2.6% | +1.1% |
| 30D | +15.5% | +7.7% | +7.8% | +12.0% |
| 3M | +10.0% | -12.9% | +22.9% | +13.7% |
| 6M | +20.4% | -12.7% | +33.1% | +24.1% |
| YTD | +17.1% | +5.5% | +11.6% | +10.5% |
| 1Y | +18.3% | +9.4% | +8.9% | +9.7% |
| 3Y | +30.4% | +9.7% | +20.7% | +17.2% |
| 5Y | -2.7% | +16.9% | -19.6% | -15.5% |
| 10Y | +154.7% | +34.3% | +120.4% | +93.6% |
| All | +1,037.8% | +129.1% | +908.7% | +485.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling