+420.5%
VUG vs AWK
+128.1%
+292.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -1.7% | +4.3% | -6.0% | -2.9% |
| 3M | +2.8% | +12.5% | -9.7% | -0.9% |
| 6M | +13.6% | +3.3% | +10.3% | +11.9% |
| YTD | +8.1% | +9.8% | -1.7% | +4.2% |
| 1Y | +13.1% | +2.9% | +10.2% | +10.9% |
| 3Y | +87.0% | +9.6% | +77.3% | +73.8% |
| 5Y | +76.0% | -16.7% | +92.6% | +81.4% |
| 10Y | +420.5% | +136.1% | +284.4% | +279.2% |
| All | +420.5% | +128.1% | +292.4% | +279.2% |
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