+154.5%
EWT vs ACI
-43.7%
+198.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | +2.1% | -5.0% | +7.2% | +2.2% |
| 30D | +9.4% | -2.3% | +11.7% | +9.4% |
| 3M | +10.9% | -23.2% | +34.1% | +11.3% |
| 6M | +57.9% | -29.5% | +87.4% | +59.0% |
| YTD | +75.9% | -28.6% | +104.5% | +76.8% |
| 1Y | +89.7% | -34.0% | +123.7% | +91.5% |
| 3Y | +200.9% | -45.0% | +245.8% | +207.0% |
| 5Y | +154.5% | -44.0% | +198.5% | +155.9% |
| All | +154.5% | -43.7% | +198.2% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling