+335.8%
AWK vs ESI
+224.6%
+111.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.3% |
| 7D | +1.7% | +3.3% | -1.6% | +1.5% |
| 30D | +5.6% | -5.9% | +11.4% | +6.0% |
| 3M | +15.9% | -14.1% | +29.9% | +16.7% |
| 6M | +4.6% | +6.6% | -2.0% | +3.2% |
| YTD | +10.1% | +45.0% | -35.0% | +5.7% |
| 1Y | +2.1% | +41.5% | -39.4% | -1.9% |
| 3Y | +9.8% | +78.8% | -68.9% | +2.3% |
| 5Y | -15.4% | +70.9% | -86.2% | -21.6% |
| 10Y | +129.4% | +317.1% | -187.7% | +95.5% |
| All | +335.8% | +224.6% | +111.1% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling