+272.1%
ELV vs AWK
+132.0%
+140.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.3% |
| 7D | +2.8% | -2.1% | +4.9% | +3.6% |
| 30D | +4.9% | +2.1% | +2.9% | +3.9% |
| 3M | +4.9% | +11.4% | -6.5% | -0.2% |
| 6M | +45.1% | +3.9% | +41.2% | +41.7% |
| YTD | +20.7% | +7.7% | +13.0% | +15.7% |
| 1Y | +35.0% | +1.3% | +33.7% | +32.8% |
| 3Y | -2.4% | +7.2% | -9.6% | -8.3% |
| 5Y | +25.5% | -17.0% | +42.5% | +31.6% |
| All | +272.1% | +132.0% | +140.1% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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