+46.6%
EEM vs AWK
-16.7%
+63.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | +5.1% | +4.3% | +0.8% | +4.9% |
| 3M | +4.6% | +12.5% | -8.0% | +3.8% |
| 6M | +17.8% | +3.3% | +14.5% | +17.7% |
| YTD | +25.8% | +9.8% | +16.1% | +24.8% |
| 1Y | +36.4% | +2.9% | +33.5% | +36.3% |
| 3Y | +90.0% | +9.6% | +80.4% | +85.6% |
| 5Y | +46.6% | -16.7% | +63.2% | +40.0% |
| All | +46.6% | -16.7% | +63.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling