+53.3%
XLE vs AWK
+1.1%
+52.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | 0.0% | +2.2% | -2.2% | 0.0% |
| 30D | +12.6% | +4.4% | +8.2% | +12.7% |
| 3M | +11.8% | +15.4% | -3.5% | +12.2% |
| 6M | +16.1% | +3.5% | +12.6% | +16.0% |
| YTD | +46.9% | +9.8% | +37.1% | +47.8% |
| 1Y | +53.3% | +3.0% | +50.3% | +52.9% |
| All | +53.3% | +1.1% | +52.2% | +52.9% |
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