+147.8%
XEL vs AWK
+132.0%
+15.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +1.1% |
| 7D | -0.3% | -2.1% | +1.8% | +1.1% |
| 30D | -3.9% | +2.1% | -6.0% | -5.3% |
| 3M | -2.8% | +11.4% | -14.2% | -9.8% |
| 6M | -5.4% | +3.9% | -9.3% | -8.4% |
| YTD | +3.8% | +7.7% | -3.9% | -2.3% |
| 1Y | +6.8% | +1.3% | +5.5% | +4.3% |
| 3Y | +45.6% | +7.2% | +38.4% | +33.4% |
| 5Y | +30.7% | -17.0% | +47.7% | +42.4% |
| All | +147.8% | +132.0% | +15.8% | +23.5% |
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