+969.7%
AWK vs EL
+495.3%
+474.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | +5.6% | +19.8% | -14.3% | +1.9% |
| 3M | +15.9% | +25.7% | -9.9% | +10.7% |
| 6M | +4.6% | +5.4% | -0.9% | +2.4% |
| YTD | +10.1% | +0.2% | +9.8% | +8.0% |
| 1Y | +2.1% | +20.4% | -18.3% | -3.9% |
| 3Y | +9.8% | -32.1% | +42.0% | +12.4% |
| 5Y | -15.4% | -67.2% | +51.8% | +0.8% |
| 10Y | +129.4% | +31.7% | +97.7% | +91.8% |
| All | +969.7% | +495.3% | +474.4% | +500.4% |
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