+70.7%
EEM vs AWK
+31.5%
+39.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.2% |
| 7D | +2.7% | +0.1% | +2.5% | +2.7% |
| 30D | -5.4% | +14.3% | -19.7% | -3.7% |
| 3M | -8.6% | +10.3% | -18.9% | -7.3% |
| 6M | -8.9% | +18.9% | -27.8% | -6.8% |
| YTD | +11.9% | +17.7% | -5.8% | +14.4% |
| 1Y | +13.1% | +16.9% | -3.8% | +15.6% |
| 3Y | +70.7% | +32.2% | +38.5% | +68.0% |
| All | +70.7% | +31.5% | +39.2% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling