+1,044.2%
AWK vs ENB
+434.0%
+610.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +0.1% | +1.7% | -1.5% | -0.4% |
| 30D | +14.3% | +0.7% | +13.6% | +14.0% |
| 3M | +10.3% | -5.8% | +16.1% | +12.2% |
| 6M | +18.9% | -11.3% | +30.3% | +23.1% |
| YTD | +17.7% | +3.7% | +14.0% | +16.0% |
| 1Y | +16.9% | +2.8% | +14.1% | +15.4% |
| 3Y | +32.2% | +67.7% | -35.5% | +12.5% |
| 5Y | -2.2% | +57.1% | -59.3% | -15.5% |
| 10Y | +156.1% | +106.6% | +49.6% | +96.7% |
| All | +1,044.2% | +434.0% | +610.2% | +447.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling