+69.9%
XLI vs AWK
-2.4%
+72.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | +1.0% | +14.3% | -13.2% | -1.7% |
| 3M | -8.9% | +10.3% | -19.2% | -10.8% |
| 6M | -2.3% | +18.9% | -21.2% | -6.0% |
| YTD | +9.7% | +17.7% | -8.0% | +5.4% |
| 1Y | +12.3% | +16.9% | -4.5% | +8.1% |
| 3Y | +71.5% | +32.2% | +39.3% | +53.2% |
| All | +69.9% | -2.4% | +72.3% | +64.9% |
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 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