+1,278.0%
AAPL vs EWT
+523.5%
+754.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.6% |
| 7D | +3.8% | -1.1% | +5.0% | +4.5% |
| 30D | +9.9% | +4.5% | +5.5% | +6.6% |
| 3M | +12.5% | +8.3% | +4.2% | +4.6% |
| 6M | +27.6% | +54.2% | -26.6% | -10.3% |
| YTD | +22.6% | +74.6% | -52.0% | -22.1% |
| 1Y | +45.0% | +84.9% | -39.9% | -12.3% |
| 3Y | +87.8% | +197.5% | -109.8% | -26.1% |
| 5Y | +128.7% | +150.6% | -21.9% | +3.9% |
| All | +1,278.0% | +523.5% | +754.5% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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