+1,022.0%
AWK vs XME
+49.5%
+972.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -3.2% | +5.3% | -8.5% | -4.0% |
| 30D | +13.5% | -8.2% | +21.7% | +14.7% |
| 3M | +9.4% | -18.4% | +27.8% | +12.3% |
| 6M | +16.4% | -22.8% | +39.2% | +20.0% |
| YTD | +15.4% | -7.9% | +23.3% | +14.9% |
| 1Y | +16.8% | -0.9% | +17.7% | +14.7% |
| 3Y | +28.6% | +96.0% | -67.4% | +10.5% |
| 5Y | -4.1% | +110.3% | -114.4% | -19.6% |
| 10Y | +151.2% | +272.8% | -121.7% | +78.9% |
| All | +1,022.0% | +49.5% | +972.5% | +677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling