+969.7%
AWK vs ENB
+461.1%
+508.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | +5.6% | -2.2% | +7.8% | +6.3% |
| 3M | +15.9% | -10.5% | +26.4% | +19.7% |
| 6M | +4.6% | -5.1% | +9.6% | +6.0% |
| YTD | +10.1% | +9.0% | +1.1% | +6.9% |
| 1Y | +2.1% | +8.2% | -6.1% | -0.7% |
| 3Y | +9.8% | +67.8% | -57.9% | -6.6% |
| 5Y | -15.4% | +69.4% | -84.7% | -28.4% |
| 10Y | +129.4% | +117.5% | +11.9% | +73.3% |
| All | +969.7% | +461.1% | +508.6% | +404.4% |
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