+36.5%
XLB vs AWK
-15.0%
+51.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -0.2% | +2.2% | -2.4% | -0.8% |
| 30D | -1.7% | +4.4% | -6.2% | -3.0% |
| 3M | +4.4% | +15.4% | -11.0% | +0.1% |
| 6M | +5.0% | +3.5% | +1.5% | +3.7% |
| YTD | +15.5% | +9.8% | +5.7% | +11.8% |
| 1Y | +14.9% | +3.0% | +11.9% | +13.3% |
| 3Y | +34.5% | +9.7% | +24.9% | +27.2% |
| 5Y | +36.5% | -17.2% | +53.7% | +34.0% |
| All | +36.5% | -15.0% | +51.6% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling