-2.3%
AWK vs ESI
+42.9%
-45.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.9% |
| 7D | +1.2% | -3.5% | +4.7% | +1.3% |
| 30D | +15.8% | -9.3% | +25.0% | +16.2% |
| 3M | +11.0% | -12.8% | +23.8% | +11.6% |
| 6M | +21.0% | -24.6% | +45.6% | +22.6% |
| YTD | +16.7% | +32.7% | -16.0% | +9.9% |
| 1Y | +17.2% | +20.3% | -3.1% | +11.7% |
| 3Y | +29.2% | +80.2% | -51.0% | +9.7% |
| 5Y | -2.3% | +40.0% | -42.3% | -14.2% |
| All | -2.3% | +42.9% | -45.2% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling