+136.1%
AWK vs ENB
+98.3%
+37.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +4.3% | -1.1% | +5.4% | +4.6% |
| 3M | +12.5% | -8.5% | +21.0% | +15.8% |
| 6M | +3.3% | -4.5% | +7.8% | +4.7% |
| YTD | +9.8% | +9.1% | +0.7% | +6.3% |
| 1Y | +2.9% | +8.0% | -5.1% | -0.1% |
| 3Y | +9.6% | +77.8% | -68.2% | -9.9% |
| 5Y | -16.7% | +69.4% | -86.0% | -30.6% |
| 10Y | +136.1% | +100.5% | +35.6% | +78.5% |
| All | +136.1% | +98.3% | +37.8% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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