+39.9%
ICE vs AWK
-16.7%
+56.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +4.0% | +4.3% | -0.3% | +2.3% |
| 3M | +11.0% | +12.5% | -1.6% | +6.1% |
| 6M | -5.0% | +3.3% | -8.3% | -6.4% |
| YTD | -2.7% | +9.8% | -12.5% | -6.5% |
| 1Y | -8.6% | +2.9% | -11.5% | -10.2% |
| 3Y | +41.4% | +9.6% | +31.7% | +33.4% |
| 5Y | +39.9% | -16.7% | +56.5% | +49.2% |
| All | +39.9% | -16.7% | +56.6% | +49.2% |
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