+10.1%
NEE vs AWK
-16.7%
+26.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.9% |
| 30D | -1.7% | +4.3% | -6.0% | -4.4% |
| 3M | -1.8% | +12.5% | -14.4% | -9.5% |
| 6M | -8.8% | +3.3% | -12.1% | -11.4% |
| YTD | +5.2% | +9.8% | -4.6% | -2.1% |
| 1Y | +21.3% | +2.9% | +18.4% | +17.3% |
| 3Y | +35.2% | +9.6% | +25.6% | +23.1% |
| 5Y | +10.1% | -16.7% | +26.8% | +19.7% |
| All | +10.1% | -16.7% | +26.9% | +19.7% |
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 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