+26.7%
AWK vs FE
+42.7%
-15.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.3% |
| 7D | +4.1% | -1.0% | +5.1% | +4.9% |
| 30D | +18.0% | +4.1% | +13.8% | +14.6% |
| 3M | +12.2% | -1.0% | +13.2% | +13.0% |
| 6M | +21.2% | +4.0% | +17.2% | +17.7% |
| YTD | +17.6% | +6.8% | +10.7% | +11.9% |
| 1Y | +19.2% | +5.3% | +13.9% | +14.4% |
| 3Y | +26.7% | +44.6% | -17.8% | -9.4% |
| All | +26.7% | +42.7% | -15.9% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling