+149.7%
XBI vs AWK
+132.0%
+17.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -4.6% | -2.1% | -2.5% | -4.0% |
| 30D | -2.0% | +2.1% | -4.1% | -2.7% |
| 3M | +17.8% | +11.4% | +6.4% | +13.6% |
| 6M | +23.7% | +3.9% | +19.8% | +21.5% |
| YTD | +28.2% | +7.7% | +20.5% | +24.2% |
| 1Y | +64.0% | +1.3% | +62.7% | +61.6% |
| 3Y | +99.4% | +7.2% | +92.2% | +88.9% |
| 5Y | +19.3% | -17.0% | +36.3% | +21.7% |
| All | +149.7% | +132.0% | +17.7% | +103.4% |
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 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