+29.7%
SRE vs AWK
+9.5%
+20.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.7% | -0.7% | +0.1% | -0.4% |
| 30D | -1.7% | +2.8% | -4.5% | -2.7% |
| 3M | -7.1% | +11.3% | -18.4% | -10.7% |
| 6M | -8.4% | +6.7% | -15.1% | -10.8% |
| YTD | -3.5% | +9.4% | -12.9% | -7.0% |
| 1Y | +5.4% | +3.7% | +1.7% | +3.3% |
| All | +29.7% | +9.5% | +20.2% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling