+136.1%
AWK vs EL
+28.8%
+107.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | +4.3% | +13.7% | -9.4% | +2.0% |
| 3M | +12.5% | +14.5% | -2.0% | +9.8% |
| 6M | +3.3% | +7.4% | -4.1% | +1.2% |
| YTD | +9.8% | -4.7% | +14.5% | +8.9% |
| 1Y | +2.9% | +12.9% | -10.0% | -1.4% |
| 3Y | +9.6% | -32.2% | +41.8% | +13.8% |
| 5Y | -16.7% | -68.4% | +51.7% | +4.0% |
| 10Y | +136.1% | +28.3% | +107.8% | +102.5% |
| All | +136.1% | +28.8% | +107.2% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling