+48.3%
IEMG vs AWK
-17.6%
+65.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.3% |
| 7D | -1.3% | -2.1% | +0.8% | -1.2% |
| 30D | +1.9% | +2.1% | -0.1% | +1.8% |
| 3M | +1.4% | +11.4% | -10.0% | +0.6% |
| 6M | +15.2% | +3.9% | +11.3% | +14.8% |
| YTD | +23.8% | +7.7% | +16.1% | +22.9% |
| 1Y | +30.7% | +1.3% | +29.4% | +30.5% |
| 3Y | +83.3% | +7.2% | +76.1% | +79.3% |
| All | +48.3% | -17.6% | +65.9% | +43.0% |
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