+132.1%
AWK vs ESI
+310.7%
-178.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.5% |
| 30D | +2.8% | -9.0% | +11.8% | +3.6% |
| 3M | +11.3% | -13.3% | +24.6% | +12.2% |
| 6M | +6.7% | +5.3% | +1.4% | +4.8% |
| YTD | +9.4% | +37.6% | -28.2% | +3.7% |
| 1Y | +3.7% | +33.6% | -29.9% | -1.6% |
| 3Y | +9.2% | +75.8% | -66.5% | -1.8% |
| 5Y | -15.7% | +68.6% | -84.3% | -24.8% |
| All | +132.1% | +310.7% | -178.7% | +80.8% |
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