+128.5%
AWK vs EME
+1,362.1%
-1,233.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.9% | -1.9% |
| 7D | -2.1% | +3.5% | -5.7% | -2.4% |
| 30D | +2.1% | -6.3% | +8.4% | +2.5% |
| 3M | +11.4% | -3.8% | +15.1% | +11.4% |
| 6M | +3.9% | +8.5% | -4.6% | +2.3% |
| YTD | +7.7% | +27.8% | -20.1% | +3.8% |
| 1Y | +1.3% | +22.2% | -20.9% | -2.3% |
| 3Y | +7.2% | +253.5% | -246.3% | -16.7% |
| 5Y | -17.0% | +578.6% | -595.6% | -44.3% |
| All | +128.5% | +1,362.1% | -1,233.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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