+154.5%
EWT vs AA
+15.6%
+138.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.9% |
| 6M | +57.9% | -16.6% | +74.6% | +61.7% |
| YTD | +75.9% | -4.0% | +80.0% | +74.7% |
| 1Y | +89.7% | +63.5% | +26.2% | +69.3% |
| 3Y | +200.9% | +86.8% | +114.1% | +152.9% |
| 5Y | +154.5% | +12.4% | +142.1% | +125.7% |
| All | +154.5% | +15.6% | +138.9% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling