+2.8%
AWK vs EOSE
-57.1%
+59.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.1% | -0.3% |
| 7D | +2.2% | +41.4% | -39.3% | +1.9% |
| 30D | +4.4% | +3.6% | +0.8% | +4.4% |
| 3M | +15.4% | -35.7% | +51.1% | +15.7% |
| 6M | +3.5% | -29.9% | +33.4% | +3.5% |
| YTD | +9.8% | -62.5% | +72.3% | +10.3% |
| 1Y | +3.0% | -37.4% | +40.4% | +2.2% |
| 3Y | +9.7% | +55.8% | -46.1% | +3.8% |
| 5Y | -17.2% | -67.8% | +50.7% | -25.4% |
| All | +2.8% | -57.1% | +59.9% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling