-6.6%
FXI vs AWK
-16.7%
+10.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.8% | +0.6% | -3.4% | -2.8% |
| 30D | -5.3% | +4.3% | -9.6% | -5.7% |
| 3M | +0.3% | +12.5% | -12.2% | -0.8% |
| 6M | -4.6% | +3.3% | -7.9% | -4.9% |
| YTD | -9.1% | +9.8% | -18.9% | -10.1% |
| 1Y | -12.0% | +2.9% | -14.9% | -12.3% |
| 3Y | +38.6% | +9.6% | +29.0% | +34.8% |
| 5Y | -6.6% | -16.7% | +10.1% | -15.6% |
| All | -6.6% | -16.7% | +10.2% | -15.6% |
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 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