+135.9%
XLU vs AWK
+132.0%
+3.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.7% |
| 7D | -1.6% | -2.1% | +0.5% | -0.3% |
| 30D | -3.3% | +2.1% | -5.4% | -4.6% |
| 3M | -3.2% | +11.4% | -14.5% | -9.9% |
| 6M | -7.0% | +3.9% | -10.9% | -9.8% |
| YTD | +0.6% | +7.7% | -7.1% | -5.0% |
| 1Y | +2.4% | +1.3% | +1.1% | 0.0% |
| 3Y | +46.3% | +7.2% | +39.1% | +33.8% |
| 5Y | +44.0% | -17.0% | +61.0% | +55.7% |
| All | +135.9% | +132.0% | +3.9% | +22.4% |
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