+706.7%
ETN vs AWK
+132.0%
+574.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +3.5% | -2.1% | +5.7% | +4.0% |
| 30D | -7.5% | +2.1% | -9.6% | -8.0% |
| 3M | +8.3% | +11.4% | -3.0% | +5.2% |
| 6M | +20.2% | +3.9% | +16.3% | +18.3% |
| YTD | +34.7% | +7.7% | +27.0% | +31.0% |
| 1Y | +19.4% | +1.3% | +18.1% | +17.8% |
| 3Y | +85.5% | +7.2% | +78.3% | +74.2% |
| 5Y | +186.6% | -17.0% | +203.6% | +194.8% |
| All | +706.7% | +132.0% | +574.7% | +523.5% |
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