+43.9%
ICE vs AWK
-3.5%
+47.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +14.7% | +15.5% | -0.8% | +8.7% |
| 3M | +19.8% | +10.0% | +9.8% | +15.5% |
| 6M | +15.2% | +20.4% | -5.2% | +7.3% |
| YTD | +12.7% | +17.1% | -4.4% | +5.6% |
| 1Y | +20.4% | +18.3% | +2.1% | +12.2% |
| 3Y | +70.8% | +30.4% | +40.4% | +48.2% |
| 5Y | +43.9% | -2.7% | +46.6% | +43.2% |
| All | +43.9% | -3.5% | +47.5% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling