+1,042.6%
AWK vs FE
+40.0%
+1,002.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | +4.1% | -1.0% | +5.1% | +4.6% |
| 30D | +18.0% | +4.1% | +13.8% | +15.8% |
| 3M | +12.2% | -1.0% | +13.2% | +12.8% |
| 6M | +21.2% | +4.0% | +17.2% | +19.0% |
| YTD | +17.6% | +6.8% | +10.7% | +14.0% |
| 1Y | +19.2% | +5.3% | +13.9% | +16.3% |
| 3Y | +26.7% | +44.6% | -17.8% | +6.7% |
| 5Y | -1.3% | +44.2% | -45.5% | -16.8% |
| 10Y | +159.7% | +107.3% | +52.4% | +83.2% |
| All | +1,042.6% | +40.0% | +1,002.6% | +708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling