+158.6%
AWK vs ESI
+318.1%
-159.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +0.1% | +5.5% | -5.4% | -0.3% |
| 30D | +14.3% | -7.8% | +22.0% | +14.8% |
| 3M | +10.3% | -15.0% | +25.3% | +11.5% |
| 6M | +18.9% | -24.9% | +43.8% | +21.1% |
| YTD | +17.7% | +33.2% | -15.5% | +11.5% |
| 1Y | +16.9% | +24.9% | -8.1% | +11.5% |
| 3Y | +32.2% | +77.8% | -45.6% | +18.0% |
| 5Y | -2.2% | +37.1% | -39.3% | -11.0% |
| All | +158.6% | +318.1% | -159.5% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling