+967.2%
AWK vs ET
+907.9%
+59.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +2.2% | +0.4% | +1.7% | +2.1% |
| 30D | +4.4% | +6.9% | -2.4% | +3.8% |
| 3M | +15.4% | +13.1% | +2.3% | +14.2% |
| 6M | +3.5% | +18.7% | -15.2% | +2.0% |
| YTD | +9.8% | +37.4% | -27.6% | +6.9% |
| 1Y | +3.0% | +34.8% | -31.8% | +0.4% |
| 3Y | +9.7% | +96.8% | -87.2% | +2.8% |
| 5Y | -17.2% | +238.2% | -255.4% | -26.1% |
| 10Y | +126.1% | +159.4% | -33.4% | +100.2% |
| All | +967.2% | +907.9% | +59.4% | +564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling