-3.0%
AWK vs ENB
+52.8%
-55.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +2.7% | -2.4% | +5.1% | +3.8% |
| 30D | +16.7% | +2.5% | +14.2% | +15.3% |
| 3M | +11.7% | -5.8% | +17.5% | +14.6% |
| 6M | +21.9% | -8.5% | +30.4% | +26.5% |
| YTD | +17.6% | +3.9% | +13.7% | +14.5% |
| 1Y | +19.8% | +3.7% | +16.1% | +16.6% |
| 3Y | +31.0% | +70.1% | -39.1% | -1.3% |
| 5Y | -3.0% | +53.2% | -56.2% | -19.2% |
| All | -3.0% | +52.8% | -55.7% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling