-16.3%
AWK vs ET
+241.8%
-258.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.1% | +0.2% | -2.4% | -2.2% |
| 30D | +2.1% | +2.9% | -0.8% | +1.8% |
| 3M | +11.4% | +16.8% | -5.4% | +9.8% |
| 6M | +3.9% | +18.9% | -15.0% | +2.3% |
| YTD | +7.7% | +37.7% | -30.0% | +4.7% |
| 1Y | +1.3% | +32.4% | -31.1% | -1.2% |
| 3Y | +7.2% | +99.5% | -92.3% | -3.6% |
| All | -16.3% | +241.8% | -258.0% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling