+32.5%
EEM vs AWK
+2.5%
+30.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.3% |
| 7D | -0.7% | -0.7% | 0.0% | -1.0% |
| 30D | +2.4% | +2.8% | -0.4% | +3.5% |
| 3M | +4.2% | +11.3% | -7.2% | +8.4% |
| 6M | +14.8% | +6.7% | +8.0% | +18.6% |
| YTD | +23.1% | +9.4% | +13.7% | +28.0% |
| 1Y | +32.5% | +3.7% | +28.8% | +35.6% |
| All | +32.5% | +2.5% | +30.1% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling