+175.5%
EXE vs AWK
-4.9%
+180.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -0.8% | +2.8% | -3.6% | -1.1% |
| 3M | +10.0% | +11.3% | -1.3% | +8.8% |
| 6M | -6.3% | +6.7% | -13.1% | -7.0% |
| YTD | -10.7% | +9.4% | -20.1% | -11.6% |
| 1Y | +2.7% | +3.7% | -1.0% | +2.1% |
| 3Y | +19.1% | +9.2% | +9.9% | +16.7% |
| 5Y | +105.4% | -15.7% | +121.1% | +94.7% |
| All | +175.5% | -4.9% | +180.4% | +164.7% |
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