+170.7%
XLE vs AWK
+126.2%
+44.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | 0.0% | +2.2% | -2.2% | -0.5% |
| 30D | +12.6% | +4.4% | +8.2% | +11.6% |
| 3M | +11.8% | +15.4% | -3.5% | +8.3% |
| 6M | +16.1% | +3.5% | +12.6% | +14.9% |
| YTD | +46.9% | +9.8% | +37.1% | +43.3% |
| 1Y | +53.3% | +3.0% | +50.3% | +51.4% |
| 3Y | +54.9% | +9.7% | +45.3% | +48.5% |
| 5Y | +225.7% | -17.2% | +242.9% | +234.2% |
| 10Y | +170.7% | +126.1% | +44.6% | +112.8% |
| All | +170.7% | +126.2% | +44.5% | +112.8% |
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