+363.5%
AWK vs ESI
+207.0%
+156.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -0.7% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | +15.5% | -6.6% | +22.1% | +15.8% |
| 3M | +10.0% | -9.4% | +19.4% | +10.4% |
| 6M | +20.4% | -24.1% | +44.5% | +22.0% |
| YTD | +17.1% | +37.1% | -20.1% | +12.6% |
| 1Y | +18.3% | +24.5% | -6.3% | +14.6% |
| 3Y | +30.4% | +83.2% | -52.8% | +20.7% |
| 5Y | -2.7% | +44.0% | -46.6% | -8.9% |
| 10Y | +154.7% | +332.8% | -178.1% | +116.9% |
| All | +363.5% | +207.0% | +156.6% | +305.8% |
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 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