+594.1%
EWT vs AA
+0.4%
+593.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | +10.3% | +5.0% | +5.3% | +8.6% |
| 3M | +6.1% | -35.8% | +41.9% | +18.6% |
| 6M | +56.6% | -18.4% | +75.0% | +62.7% |
| YTD | +76.6% | -5.5% | +82.1% | +75.1% |
| 1Y | +97.9% | +61.0% | +36.9% | +68.1% |
| 3Y | +198.0% | +66.2% | +131.8% | +136.1% |
| 5Y | +151.8% | +11.4% | +140.4% | +102.1% |
| 10Y | +514.1% | +116.9% | +397.3% | +218.5% |
| All | +594.1% | +0.4% | +593.7% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling