+155.5%
AWK vs FE
+107.4%
+48.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +18.0% | +5.2% | +12.8% | +14.7% |
| 3M | +12.2% | 0.0% | +12.2% | +12.2% |
| 6M | +21.2% | +5.0% | +16.2% | +17.9% |
| YTD | +17.6% | +7.9% | +9.7% | +12.6% |
| 1Y | +19.2% | +6.3% | +12.9% | +15.1% |
| 3Y | +26.7% | +46.0% | -19.3% | +2.4% |
| 5Y | -1.3% | +45.6% | -47.0% | -20.2% |
| All | +155.5% | +107.4% | +48.2% | +77.2% |
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