+969.7%
AWK vs EIX
+113.5%
+856.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.5% |
| 7D | +1.7% | -19.1% | +20.8% | +8.9% |
| 30D | +5.6% | -16.9% | +22.5% | +11.4% |
| 3M | +15.9% | -20.0% | +35.9% | +24.2% |
| 6M | +4.6% | -21.3% | +25.9% | +12.7% |
| YTD | +10.1% | -1.7% | +11.8% | +7.2% |
| 1Y | +2.1% | +9.6% | -7.5% | -5.6% |
| 3Y | +9.8% | -3.7% | +13.5% | +4.7% |
| 5Y | -15.4% | +22.6% | -38.0% | -28.1% |
| 10Y | +129.4% | +17.7% | +111.7% | +85.5% |
| All | +969.7% | +113.5% | +856.1% | +468.2% |
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 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