+163.9%
XLE vs AWK
+146.2%
+17.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -7.9% | +1.2% | -9.1% | -8.2% |
| 30D | -4.8% | +15.8% | -20.6% | -7.8% |
| 3M | +8.4% | +11.0% | -2.7% | +5.8% |
| 6M | +12.7% | +21.0% | -8.3% | +7.9% |
| YTD | +41.3% | +16.7% | +24.6% | +35.9% |
| 1Y | +42.3% | +17.2% | +25.1% | +36.7% |
| 3Y | +65.1% | +29.2% | +35.9% | +51.9% |
| 5Y | +150.2% | -2.3% | +152.5% | +145.1% |
| 10Y | +163.9% | +150.5% | +13.4% | +113.3% |
| All | +163.9% | +146.2% | +17.7% | +113.3% |
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