+58.1%
XLE vs AWK
+24.3%
+33.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -12.0% | +4.1% | -16.1% | -12.0% |
| 30D | -2.7% | +18.0% | -20.7% | -3.1% |
| 3M | +6.6% | +12.2% | -5.6% | +6.4% |
| 6M | +9.5% | +21.2% | -11.7% | +9.1% |
| YTD | +40.6% | +17.6% | +23.0% | +40.2% |
| 1Y | +43.6% | +19.2% | +24.4% | +43.1% |
| 3Y | +58.1% | +26.7% | +31.4% | +54.1% |
| All | +58.1% | +24.3% | +33.8% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling