+199.8%
EWT vs AA
+82.1%
+117.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.6% |
| 7D | +2.1% | -0.6% | +2.8% | +2.2% |
| 30D | +9.4% | -1.6% | +10.9% | +9.5% |
| 3M | +10.9% | -29.8% | +40.7% | +18.5% |
| 6M | +57.9% | -16.6% | +74.6% | +61.9% |
| YTD | +75.9% | -4.0% | +80.0% | +74.3% |
| 1Y | +89.7% | +63.5% | +26.2% | +66.6% |
| All | +199.8% | +82.1% | +117.7% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling