+153.4%
EXE vs AWK
+2.4%
+151.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -2.2% | +14.3% | -16.5% | -3.5% |
| 3M | -5.9% | +10.3% | -16.2% | -6.8% |
| 6M | -5.7% | +18.9% | -24.7% | -7.4% |
| YTD | -17.8% | +17.7% | -35.6% | -19.3% |
| 1Y | -23.1% | +16.9% | -40.0% | -24.4% |
| 3Y | +21.2% | +32.2% | -11.0% | +15.6% |
| 5Y | +78.8% | -2.2% | +81.0% | +70.6% |
| All | +153.4% | +2.4% | +151.1% | +141.7% |
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