+513.6%
EWT vs AA
+122.9%
+390.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -3.4% | +2.3% | -0.5% |
| 30D | +4.5% | -5.8% | +10.2% | +5.5% |
| 3M | +8.3% | -29.9% | +38.2% | +14.7% |
| 6M | +54.2% | -27.0% | +81.3% | +61.4% |
| YTD | +74.6% | -8.7% | +83.3% | +75.0% |
| 1Y | +84.9% | +50.6% | +34.3% | +69.0% |
| 3Y | +197.5% | +74.1% | +123.5% | +156.7% |
| 5Y | +150.6% | +2.6% | +148.0% | +124.4% |
| All | +513.6% | +122.9% | +390.7% | +337.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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