+8.8%
AWK vs ET
+97.8%
-89.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | +2.8% | +4.6% | -1.8% | +2.6% |
| 3M | +11.3% | +16.0% | -4.7% | +10.9% |
| 6M | +6.7% | +22.8% | -16.1% | +6.3% |
| YTD | +9.4% | +38.9% | -29.5% | +9.1% |
| 1Y | +3.7% | +34.1% | -30.4% | +3.4% |
| All | +8.8% | +97.8% | -89.0% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling