+1.3%
AWK vs XME
+34.9%
-33.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.7% |
| 7D | -2.1% | -4.2% | +2.1% | -2.7% |
| 30D | +2.1% | -2.7% | +4.8% | +1.7% |
| 3M | +11.4% | -3.9% | +15.3% | +11.1% |
| 6M | +3.9% | -1.0% | +4.9% | +4.6% |
| YTD | +7.7% | +9.8% | -2.1% | +9.4% |
| 1Y | +1.3% | +32.5% | -31.2% | +9.9% |
| All | +1.3% | +34.9% | -33.6% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling