+1,034.4%
AWK vs EL
+548.6%
+485.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.2% |
| 7D | +1.2% | +8.0% | -6.8% | -0.2% |
| 30D | +15.8% | +15.4% | +0.4% | +12.7% |
| 3M | +11.0% | +28.5% | -17.5% | +5.6% |
| 6M | +21.0% | +32.2% | -11.3% | +14.1% |
| YTD | +16.7% | +9.2% | +7.5% | +12.5% |
| 1Y | +17.2% | +30.8% | -13.6% | +8.8% |
| 3Y | +29.2% | +3.7% | +25.5% | +20.6% |
| 5Y | -2.3% | -64.8% | +62.5% | +15.0% |
| 10Y | +150.5% | +60.0% | +90.5% | +101.0% |
| All | +1,034.4% | +548.6% | +485.8% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling