+51.3%
SRE vs AWK
-3.7%
+55.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -1.1% | -2.6% | +1.5% | +0.1% |
| 30D | -4.1% | +14.2% | -18.3% | -9.8% |
| 3M | -7.3% | +10.0% | -17.3% | -11.4% |
| 6M | -14.1% | +17.1% | -31.2% | -20.4% |
| YTD | -8.5% | +16.1% | -24.6% | -15.2% |
| 1Y | -12.0% | +17.5% | -29.5% | -18.9% |
| 3Y | +23.4% | +29.3% | -6.0% | +4.5% |
| 5Y | +51.3% | -3.5% | +54.8% | +42.0% |
| All | +51.3% | -3.7% | +55.0% | +42.0% |
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