+177.6%
VEA vs AWK
+969.7%
-792.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | +1.7% | -0.8% | +0.4% |
| 30D | +1.9% | +5.6% | -3.6% | -0.1% |
| 3M | +3.2% | +15.9% | -12.6% | -2.5% |
| 6M | +10.2% | +4.6% | +5.7% | +7.7% |
| YTD | +18.9% | +10.1% | +8.8% | +13.7% |
| 1Y | +29.3% | +2.1% | +27.2% | +26.7% |
| 3Y | +76.8% | +9.8% | +66.9% | +64.8% |
| 5Y | +61.2% | -15.4% | +76.6% | +64.3% |
| 10Y | +163.3% | +129.4% | +33.9% | +65.2% |
| All | +177.6% | +969.7% | -792.0% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling