+164.2%
XLB vs AWK
+157.1%
+7.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +5.2% | +14.3% | -9.1% | +0.4% |
| 3M | +0.3% | +10.3% | -10.0% | -3.2% |
| 6M | +1.2% | +18.9% | -17.8% | -5.0% |
| YTD | +16.6% | +17.7% | -1.1% | +9.4% |
| 1Y | +21.4% | +16.9% | +4.6% | +14.1% |
| 3Y | +43.2% | +32.2% | +11.0% | +25.2% |
| 5Y | +28.0% | -2.2% | +30.2% | +24.7% |
| All | +164.2% | +157.1% | +7.1% | +99.8% |
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