-17.2%
AWK vs ENB
+71.0%
-88.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +2.2% | -0.5% | +2.6% | +2.4% |
| 30D | +4.4% | -0.2% | +4.6% | +4.5% |
| 3M | +15.4% | -7.5% | +22.9% | +19.4% |
| 6M | +3.5% | -4.1% | +7.6% | +5.1% |
| YTD | +9.8% | +9.8% | 0.0% | +4.4% |
| 1Y | +3.0% | +8.7% | -5.7% | -1.7% |
| 3Y | +9.7% | +79.0% | -69.3% | -18.4% |
| 5Y | -17.2% | +69.1% | -86.2% | -34.8% |
| All | -17.2% | +71.0% | -88.2% | -34.8% |
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