+82.1%
EWT vs ACM
-48.9%
+131.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.2% |
| 7D | -1.1% | -5.9% | +4.8% | -0.1% |
| 30D | +4.8% | -6.2% | +11.0% | +5.7% |
| 3M | +11.1% | -7.9% | +19.0% | +11.9% |
| 6M | +54.6% | -30.6% | +85.2% | +66.2% |
| YTD | +71.4% | -33.3% | +104.7% | +84.9% |
| 1Y | +82.1% | -49.2% | +131.3% | +108.6% |
| All | +82.1% | -48.9% | +131.0% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling