+304.0%
XLU vs AWK
+966.9%
-662.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -0.4% | +4.3% | -4.7% | -2.9% |
| 3M | -1.7% | +12.5% | -14.3% | -8.4% |
| 6M | -7.1% | +3.3% | -10.4% | -9.4% |
| YTD | +1.9% | +9.8% | -7.8% | -4.2% |
| 1Y | +6.1% | +2.9% | +3.2% | +3.0% |
| 3Y | +48.8% | +9.6% | +39.1% | +36.1% |
| 5Y | +43.8% | -16.7% | +60.4% | +53.1% |
| 10Y | +143.2% | +136.1% | +7.1% | +46.1% |
| All | +304.0% | +966.9% | -662.8% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling