+176.5%
XLE vs AWK
+153.6%
+22.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +4.4% | -2.6% | +7.0% | +4.9% |
| 30D | -4.3% | +14.2% | -18.4% | -7.0% |
| 3M | +6.0% | +10.0% | -4.0% | +3.7% |
| 6M | +13.2% | +17.1% | -3.9% | +9.1% |
| YTD | +46.7% | +16.1% | +30.6% | +41.3% |
| 1Y | +46.6% | +17.5% | +29.1% | +40.7% |
| 3Y | +69.6% | +29.3% | +40.2% | +55.9% |
| 5Y | +166.5% | -3.5% | +170.0% | +162.0% |
| All | +176.5% | +153.6% | +22.9% | +125.3% |
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