+451.6%
EWT vs ACM
+131.3%
+320.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +13.2% | +5.1% | +8.2% | +11.6% |
| 30D | -14.3% | +18.7% | -33.0% | -18.6% |
| 3M | -8.4% | +15.5% | -23.9% | -12.7% |
| 6M | +3.7% | +1.2% | +2.5% | +2.2% |
| YTD | +53.1% | -25.2% | +78.3% | +64.9% |
| 1Y | +55.5% | -46.3% | +101.8% | +86.0% |
| 3Y | +155.6% | -9.6% | +165.2% | +155.9% |
| 5Y | +119.3% | +4.4% | +114.9% | +107.5% |
| All | +451.6% | +131.3% | +320.2% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling