+126.1%
AWK vs FE
+113.1%
+13.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +2.2% | +0.6% | +1.5% | +1.8% |
| 30D | +4.4% | -2.1% | +6.6% | +5.7% |
| 3M | +15.4% | +2.6% | +12.7% | +13.7% |
| 6M | +3.5% | -6.8% | +10.3% | +7.6% |
| YTD | +9.8% | +6.9% | +2.9% | +5.7% |
| 1Y | +3.0% | +11.6% | -8.6% | -3.4% |
| 3Y | +9.7% | +47.7% | -38.1% | -12.0% |
| 5Y | -17.2% | +46.2% | -63.4% | -33.2% |
| 10Y | +126.1% | +109.2% | +16.9% | +51.3% |
| All | +126.1% | +113.1% | +13.0% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling