+119.3%
EWT vs ACI
-41.9%
+161.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.9% |
| 7D | +13.2% | -0.5% | +13.7% | +13.2% |
| 30D | -14.3% | +4.9% | -19.2% | -14.3% |
| 3M | -8.4% | +11.1% | -19.5% | -8.4% |
| 6M | +3.7% | -14.9% | +18.6% | +4.2% |
| YTD | +53.1% | -19.6% | +72.7% | +53.9% |
| 1Y | +55.5% | -22.7% | +78.2% | +56.8% |
| 3Y | +155.6% | -31.2% | +186.9% | +158.9% |
| 5Y | +119.3% | -42.3% | +161.7% | +121.1% |
| All | +119.3% | -41.9% | +161.2% | +121.1% |
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