+158.6%
AWK vs XME
+260.6%
-102.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +14.3% | -6.1% | +20.4% | +14.9% |
| 3M | +10.3% | -18.6% | +28.9% | +12.7% |
| 6M | +18.9% | -23.9% | +42.8% | +22.2% |
| YTD | +17.7% | -9.3% | +27.1% | +17.2% |
| 1Y | +16.9% | +1.8% | +15.1% | +14.1% |
| 3Y | +32.2% | +93.0% | -60.8% | +13.4% |
| 5Y | -2.2% | +107.0% | -109.2% | -18.1% |
| All | +158.6% | +260.6% | -102.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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