+135.4%
XLP vs AWK
+152.9%
-17.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +2.3% | +2.7% | -0.4% | +1.3% |
| 30D | +9.1% | +16.7% | -7.6% | +2.7% |
| 3M | +7.9% | +11.7% | -3.9% | +3.1% |
| 6M | +9.6% | +21.9% | -12.3% | +1.2% |
| YTD | +19.4% | +17.6% | +1.8% | +11.4% |
| 1Y | +22.4% | +19.8% | +2.6% | +13.2% |
| 3Y | +43.2% | +31.0% | +12.2% | +25.3% |
| 5Y | +42.6% | -3.0% | +45.5% | +39.8% |
| 10Y | +135.4% | +156.8% | -21.4% | +54.4% |
| All | +135.4% | +152.9% | -17.5% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling