+29.2%
AWK vs EL
+1.5%
+27.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | +1.2% | +8.0% | -6.8% | +0.9% |
| 30D | +15.8% | +15.4% | +0.4% | +15.2% |
| 3M | +11.0% | +28.5% | -17.5% | +10.0% |
| 6M | +21.0% | +32.2% | -11.3% | +19.8% |
| YTD | +16.7% | +9.2% | +7.5% | +15.9% |
| 1Y | +17.2% | +30.8% | -13.6% | +15.5% |
| 3Y | +29.2% | +3.7% | +25.5% | +25.1% |
| All | +29.2% | +1.5% | +27.6% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling