+321.6%
EWT vs ACI
+25.9%
+295.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | +10.3% | +5.9% | +4.4% | +10.2% |
| 3M | +6.1% | -19.8% | +25.9% | +6.5% |
| 6M | +56.6% | -24.7% | +81.4% | +57.4% |
| YTD | +76.6% | -24.4% | +101.0% | +77.3% |
| 1Y | +97.9% | -31.5% | +129.4% | +99.6% |
| 3Y | +198.0% | -38.7% | +236.7% | +201.6% |
| 5Y | +151.8% | -42.8% | +194.6% | +153.9% |
| All | +321.6% | +25.9% | +295.7% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling