+14.2%
FXI vs AWK
+135.6%
-121.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -3.7% | +2.8% | -6.5% | -4.1% |
| 3M | -0.4% | +11.3% | -11.7% | -2.4% |
| 6M | -5.4% | +6.7% | -12.1% | -6.7% |
| YTD | -9.6% | +9.4% | -19.0% | -11.4% |
| 1Y | -11.9% | +3.7% | -15.6% | -12.9% |
| 3Y | +37.8% | +9.2% | +28.6% | +33.1% |
| 5Y | -7.0% | -15.7% | +8.7% | -5.9% |
| All | +14.2% | +135.6% | -121.4% | -9.4% |
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