+2.1%
AWK vs ET
+31.4%
-29.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | +5.6% | +7.5% | -1.9% | +4.1% |
| 3M | +15.9% | +11.4% | +4.4% | +13.4% |
| 6M | +4.6% | +18.5% | -14.0% | +1.7% |
| YTD | +10.1% | +37.4% | -27.3% | +7.3% |
| 1Y | +2.1% | +30.9% | -28.8% | -0.8% |
| All | +2.1% | +31.4% | -29.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling