+46.9%
XEL vs AWK
+9.9%
+37.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -0.9% | +4.3% | -5.2% | -2.8% |
| 3M | -1.4% | +12.5% | -14.0% | -6.6% |
| 6M | -5.8% | +3.3% | -9.1% | -7.5% |
| YTD | +4.7% | +9.8% | -5.1% | -0.1% |
| 1Y | +9.1% | +2.9% | +6.1% | +7.0% |
| All | +46.9% | +9.9% | +37.1% | +43.1% |
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