+155.9%
AWK vs ESI
+307.7%
-151.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +2.7% | -6.6% | +9.3% | +3.2% |
| 30D | +16.7% | -9.8% | +26.5% | +17.4% |
| 3M | +11.7% | -11.9% | +23.7% | +12.6% |
| 6M | +21.9% | -25.1% | +47.0% | +24.2% |
| YTD | +17.6% | +31.9% | -14.3% | +11.5% |
| 1Y | +19.8% | +19.2% | +0.6% | +14.9% |
| 3Y | +31.0% | +76.2% | -45.2% | +17.0% |
| 5Y | -3.0% | +39.4% | -42.4% | -11.9% |
| All | +155.9% | +307.7% | -151.8% | +100.5% |
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