+513.6%
EWT vs ACM
+134.0%
+379.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -1.1% | -4.6% | +3.4% | +0.2% |
| 30D | +4.5% | +4.1% | +0.4% | +3.0% |
| 3M | +8.3% | -8.3% | +16.6% | +10.0% |
| 6M | +54.2% | -30.1% | +84.3% | +69.7% |
| YTD | +74.6% | -32.6% | +107.2% | +93.3% |
| 1Y | +84.9% | -49.6% | +134.5% | +122.9% |
| 3Y | +197.5% | -23.0% | +220.6% | +212.7% |
| 5Y | +150.6% | +2.0% | +148.6% | +140.5% |
| All | +513.6% | +134.0% | +379.6% | +389.5% |
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