+59.4%
VEA vs AWK
-17.3%
+76.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | -1.1% | +2.8% | -3.8% | -1.6% |
| 3M | +5.1% | +11.3% | -6.2% | +2.8% |
| 6M | +9.8% | +6.7% | +3.1% | +8.1% |
| YTD | +15.9% | +9.4% | +6.6% | +13.4% |
| 1Y | +24.6% | +3.7% | +20.8% | +23.2% |
| 3Y | +75.5% | +9.2% | +66.3% | +68.6% |
| 5Y | +59.4% | -15.7% | +75.1% | +56.1% |
| All | +59.4% | -17.3% | +76.6% | +56.1% |
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