+142.8%
EFA vs AWK
+132.0%
+10.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | -1.7% | +2.1% | -3.7% | -2.2% |
| 3M | +3.5% | +11.4% | -7.9% | +0.4% |
| 6M | +9.5% | +3.9% | +5.6% | +7.9% |
| YTD | +12.9% | +7.7% | +5.2% | +10.0% |
| 1Y | +18.2% | +1.3% | +16.9% | +16.9% |
| 3Y | +64.8% | +7.2% | +57.7% | +57.8% |
| 5Y | +53.9% | -17.0% | +70.9% | +57.5% |
| All | +142.8% | +132.0% | +10.8% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling