+218.0%
XLE vs AWK
-15.4%
+233.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | +2.2% | +1.7% | +0.5% | +2.1% |
| 30D | +11.8% | +5.6% | +6.2% | +11.3% |
| 3M | +9.8% | +15.9% | -6.0% | +8.5% |
| 6M | +15.6% | +4.6% | +11.0% | +15.1% |
| YTD | +45.3% | +10.1% | +35.2% | +44.0% |
| 1Y | +48.3% | +2.1% | +46.2% | +47.9% |
| 3Y | +55.4% | +9.8% | +45.6% | +52.7% |
| All | +218.0% | -15.4% | +233.4% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling