+12.3%
XLI vs AWK
+20.7%
-8.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -0.9% |
| 7D | +0.6% | +7.0% | -6.5% | +1.1% |
| 30D | -0.4% | +17.0% | -17.4% | +0.7% |
| 3M | -8.8% | +12.4% | -21.2% | -8.1% |
| 6M | -0.4% | +19.6% | -20.0% | +0.8% |
| YTD | +10.1% | +17.0% | -6.9% | +11.7% |
| 1Y | +12.3% | +20.0% | -7.7% | +13.9% |
| All | +12.3% | +20.7% | -8.3% | +13.9% |
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