+168.8%
XLB vs AWK
+156.2%
+12.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.6% | 0.0% | -1.7% | -1.7% |
| 30D | +7.2% | +15.5% | -8.3% | +2.0% |
| 3M | 0.0% | +10.0% | -10.0% | -3.3% |
| 6M | +2.3% | +20.4% | -18.1% | -4.3% |
| YTD | +18.4% | +17.1% | +1.4% | +11.3% |
| 1Y | +23.3% | +18.3% | +5.1% | +15.4% |
| 3Y | +45.2% | +30.4% | +14.8% | +27.6% |
| 5Y | +31.0% | -2.7% | +33.6% | +27.7% |
| 10Y | +168.8% | +154.7% | +14.1% | +103.7% |
| All | +168.8% | +156.2% | +12.6% | +103.7% |
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 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