+18.0%
IEFA vs AWK
+1.9%
+16.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +0.9% |
| 7D | -1.6% | -2.1% | +0.6% | -1.8% |
| 30D | -1.5% | +2.1% | -3.5% | -1.3% |
| 3M | +3.4% | +11.4% | -8.0% | +4.7% |
| 6M | +9.5% | +3.9% | +5.6% | +10.3% |
| YTD | +13.0% | +7.7% | +5.3% | +14.3% |
| 1Y | +18.0% | +1.3% | +16.7% | +18.8% |
| All | +18.0% | +1.9% | +16.1% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling