+97.9%
EWT vs ACI
-32.3%
+130.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.8% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | +10.3% | +5.9% | +4.4% | +11.2% |
| 3M | +6.1% | -19.8% | +25.9% | +3.4% |
| 6M | +56.6% | -24.7% | +81.4% | +51.5% |
| YTD | +76.6% | -24.4% | +101.0% | +70.8% |
| 1Y | +97.9% | -31.5% | +129.4% | +91.7% |
| All | +97.9% | -32.3% | +130.2% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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