+19.2%
FXI vs AWK
+157.1%
-137.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -1.1% | +14.3% | -15.4% | -3.2% |
| 3M | -4.0% | +10.3% | -14.2% | -5.5% |
| 6M | -11.8% | +18.9% | -30.8% | -14.5% |
| YTD | -11.9% | +17.7% | -29.6% | -14.6% |
| 1Y | -16.1% | +16.9% | -33.0% | -18.6% |
| 3Y | +38.8% | +32.2% | +6.6% | +29.3% |
| 5Y | -9.1% | -2.2% | -6.9% | -10.6% |
| All | +19.2% | +157.1% | -137.9% | -2.2% |
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