+48.6%
SRE vs AWK
-16.7%
+65.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | +0.6% | +0.9% | +1.2% |
| 30D | +0.8% | +4.3% | -3.5% | -1.1% |
| 3M | -5.8% | +12.5% | -18.3% | -10.9% |
| 6M | -7.8% | +3.3% | -11.1% | -9.5% |
| YTD | -2.4% | +9.8% | -12.1% | -6.9% |
| 1Y | +8.9% | +2.9% | +6.0% | +6.6% |
| 3Y | +31.1% | +9.6% | +21.5% | +21.5% |
| 5Y | +48.6% | -16.7% | +65.3% | +52.7% |
| All | +48.6% | -16.7% | +65.4% | +52.7% |
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