-16.3%
AWK vs EME
+575.5%
-591.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.9% | -1.5% |
| 7D | -2.1% | +3.5% | -5.7% | -2.1% |
| 30D | +2.1% | -6.3% | +8.4% | +2.0% |
| 3M | +11.4% | -3.8% | +15.1% | +11.4% |
| 6M | +3.9% | +8.5% | -4.6% | +3.6% |
| YTD | +7.7% | +27.8% | -20.1% | +6.6% |
| 1Y | +1.3% | +22.2% | -20.9% | +0.4% |
| 3Y | +7.2% | +253.5% | -246.3% | -15.2% |
| All | -16.3% | +575.5% | -591.8% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling