-16.3%
AWK vs EOSE
-70.0%
+53.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.1% | +1.8% | -3.9% | -2.2% |
| 30D | +2.1% | -6.8% | +8.9% | +2.1% |
| 3M | +11.4% | -36.3% | +47.7% | +11.7% |
| 6M | +3.9% | -38.8% | +42.7% | +4.0% |
| YTD | +7.7% | -65.5% | +73.2% | +8.4% |
| 1Y | +1.3% | -45.3% | +46.6% | +0.5% |
| 3Y | +7.2% | +44.2% | -37.0% | 0.0% |
| All | -16.3% | -70.0% | +53.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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