+502.5%
EWT vs AA
-19.9%
+522.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +9.1% | +0.5% | +8.6% | +9.0% |
| 30D | -12.2% | -0.6% | -11.6% | -11.9% |
| 3M | -9.4% | -19.7% | +10.2% | -4.0% |
| 6M | +2.7% | -41.6% | +44.2% | +17.5% |
| YTD | +53.3% | -24.6% | +77.9% | +61.5% |
| 1Y | +59.2% | +4.9% | +54.3% | +52.9% |
| 3Y | +157.1% | +66.8% | +90.3% | +104.9% |
| 5Y | +119.6% | -19.4% | +139.0% | +95.3% |
| 10Y | +446.9% | +43.1% | +403.8% | +225.2% |
| All | +502.5% | -19.9% | +522.4% | +218.7% |
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 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