+132.9%
AWK vs ETR
+303.8%
-170.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.8% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | +4.3% | +2.0% | +2.2% | +2.9% |
| 3M | +12.5% | -1.7% | +14.2% | +13.5% |
| 6M | +3.3% | +3.6% | -0.3% | +0.2% |
| YTD | +9.8% | +18.0% | -8.3% | -2.3% |
| 1Y | +2.9% | +26.2% | -23.3% | -12.7% |
| 3Y | +9.6% | +148.0% | -138.4% | -43.8% |
| 5Y | -16.7% | +126.1% | -142.7% | -54.9% |
| All | +132.9% | +303.8% | -170.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling