+2.1%
AWK vs EL
+14.8%
-12.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.7% |
| 30D | +5.6% | +19.8% | -14.3% | +5.2% |
| 3M | +15.9% | +25.7% | -9.9% | +15.5% |
| 6M | +4.6% | +5.4% | -0.9% | +4.1% |
| YTD | +10.1% | +0.2% | +9.8% | +8.9% |
| 1Y | +2.1% | +20.4% | -18.3% | 0.0% |
| All | +2.1% | +14.8% | -12.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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