+126.6%
AWK vs FE
+114.6%
+12.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.2% |
| 7D | +1.7% | +1.9% | -0.2% | +0.6% |
| 30D | +5.6% | -1.2% | +6.7% | +6.2% |
| 3M | +15.9% | +3.5% | +12.4% | +13.6% |
| 6M | +4.6% | -6.1% | +10.6% | +8.3% |
| YTD | +10.1% | +7.6% | +2.4% | +5.6% |
| 1Y | +2.1% | +11.9% | -9.8% | -4.4% |
| 3Y | +9.8% | +48.4% | -38.6% | -12.1% |
| 5Y | -15.4% | +44.8% | -60.1% | -31.4% |
| All | +126.6% | +114.6% | +12.0% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling