+82.1%
EWT vs AA
+55.5%
+26.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.2% | -1.5% |
| 7D | -1.1% | -5.4% | +4.3% | 0.0% |
| 30D | +4.8% | -10.7% | +15.5% | +7.1% |
| 3M | +11.1% | -26.2% | +37.3% | +16.8% |
| 6M | +54.6% | -20.9% | +75.6% | +59.8% |
| YTD | +71.4% | -8.6% | +80.1% | +71.8% |
| 1Y | +82.1% | +57.4% | +24.7% | +69.6% |
| All | +82.1% | +55.5% | +26.6% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling