+96.4%
AGG vs EWT
+1,036.8%
-940.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.6% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | -1.0% | +4.8% | -5.8% | -1.0% |
| 3M | -1.3% | +11.1% | -12.4% | -1.3% |
| 6M | -2.1% | +54.6% | -56.7% | -2.1% |
| YTD | -1.2% | +71.4% | -72.7% | -1.2% |
| 1Y | -0.5% | +82.1% | -82.6% | -0.5% |
| 3Y | +12.4% | +193.2% | -180.8% | +12.6% |
| 5Y | -2.4% | +146.1% | -148.5% | -2.4% |
| 10Y | +14.3% | +505.0% | -490.7% | +15.8% |
| All | +96.4% | +1,036.8% | -940.5% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling