+106.6%
EEM vs AWK
+967.2%
-860.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.1% | +2.2% | +0.9% | +2.2% |
| 30D | +4.9% | +4.4% | +0.4% | +3.0% |
| 3M | +5.2% | +15.4% | -10.1% | -1.1% |
| 6M | +20.7% | +3.5% | +17.2% | +17.8% |
| YTD | +26.5% | +9.8% | +16.7% | +20.1% |
| 1Y | +37.8% | +3.0% | +34.9% | +33.7% |
| 3Y | +91.0% | +9.7% | +81.3% | +75.1% |
| 5Y | +47.0% | -17.2% | +64.2% | +50.3% |
| 10Y | +125.6% | +126.1% | -0.5% | +23.1% |
| All | +106.6% | +967.2% | -860.6% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling