+120.0%
SRE vs AWK
+135.6%
-15.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -0.7% | -0.7% | +0.1% | -0.3% |
| 30D | -1.7% | +2.8% | -4.5% | -3.3% |
| 3M | -7.1% | +11.3% | -18.4% | -12.8% |
| 6M | -8.4% | +6.7% | -15.1% | -12.2% |
| YTD | -3.5% | +9.4% | -12.9% | -9.0% |
| 1Y | +5.4% | +3.7% | +1.7% | +2.0% |
| 3Y | +29.5% | +9.2% | +20.3% | +18.1% |
| 5Y | +48.3% | -15.7% | +64.0% | +56.8% |
| All | +120.0% | +135.6% | -15.7% | +18.5% |
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