-0.9%
AWK vs ES
+1.4%
-2.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | +0.3% |
| 7D | +4.1% | +1.9% | +2.2% | +3.0% |
| 30D | +18.0% | +7.1% | +10.9% | +13.3% |
| 3M | +12.2% | -1.9% | +14.2% | +13.4% |
| 6M | +21.2% | +4.4% | +16.9% | +18.1% |
| YTD | +17.6% | +7.3% | +10.2% | +12.1% |
| 1Y | +19.2% | +2.1% | +17.1% | +16.1% |
| 3Y | +26.7% | +41.8% | -15.1% | -4.4% |
| All | -0.9% | +1.4% | -2.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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