+9.7%
AWK vs ESI
+82.9%
-73.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +2.2% | +5.4% | -3.2% | +2.3% |
| 30D | +4.4% | -4.2% | +8.6% | +4.3% |
| 3M | +15.4% | -9.6% | +25.0% | +15.0% |
| 6M | +3.5% | +18.3% | -14.8% | +2.9% |
| YTD | +9.8% | +45.8% | -36.0% | +8.2% |
| 1Y | +3.0% | +39.2% | -36.2% | +1.5% |
| 3Y | +9.7% | +86.3% | -76.6% | -8.6% |
| All | +9.7% | +82.9% | -73.3% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling