+967.2%
AWK vs EME
+3,165.0%
-2,197.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.6% |
| 7D | +2.2% | +5.2% | -3.0% | +1.4% |
| 30D | +4.4% | -5.4% | +9.8% | +5.2% |
| 3M | +15.4% | -6.1% | +21.5% | +15.6% |
| 6M | +3.5% | +9.7% | -6.1% | +0.6% |
| YTD | +9.8% | +26.6% | -16.8% | +3.8% |
| 1Y | +3.0% | +24.6% | -21.6% | -3.1% |
| 3Y | +9.7% | +249.6% | -239.9% | -19.4% |
| 5Y | -17.2% | +556.6% | -573.7% | -47.5% |
| 10Y | +126.1% | +1,286.6% | -1,160.5% | +15.8% |
| All | +967.2% | +3,165.0% | -2,197.8% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling