+161.1%
VEA vs AWK
+132.0%
+29.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.5% | -2.1% | +0.7% | -0.9% |
| 30D | -0.8% | +2.1% | -2.9% | -1.4% |
| 3M | +2.5% | +11.4% | -8.9% | -0.6% |
| 6M | +11.1% | +3.9% | +7.2% | +9.5% |
| YTD | +17.2% | +7.7% | +9.5% | +14.1% |
| 1Y | +24.5% | +1.3% | +23.2% | +23.0% |
| 3Y | +75.4% | +7.2% | +68.3% | +67.8% |
| 5Y | +61.1% | -17.0% | +78.1% | +64.8% |
| All | +161.1% | +132.0% | +29.1% | +107.6% |
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 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