+9.7%
AWK vs XME
+136.1%
-126.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +2.4% |
| 30D | +4.4% | +3.6% | +0.8% | +4.6% |
| 3M | +15.4% | +1.2% | +14.2% | +15.7% |
| 6M | +3.5% | +9.0% | -5.5% | +4.1% |
| YTD | +9.8% | +15.9% | -6.1% | +10.0% |
| 1Y | +3.0% | +43.2% | -40.2% | +2.5% |
| 3Y | +9.7% | +137.4% | -127.7% | -7.7% |
| All | +9.7% | +136.1% | -126.5% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling