+44.4%
XLE vs AWK
+18.3%
+26.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.8% |
| 7D | -0.2% | 0.0% | -0.3% | -0.2% |
| 30D | -4.0% | +15.5% | -19.5% | -3.9% |
| 3M | +4.6% | +10.0% | -5.4% | +4.8% |
| 6M | +12.3% | +20.4% | -8.1% | +12.6% |
| YTD | +44.5% | +17.1% | +27.5% | +46.2% |
| All | +44.4% | +18.3% | +26.1% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling