+150.0%
EWT vs ACM
-8.9%
+158.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -3.7% | +6.6% | -10.3% | -5.3% |
| 30D | -17.2% | +19.8% | -36.9% | -21.1% |
| 3M | -7.3% | -3.1% | -4.2% | -6.7% |
| 6M | -1.5% | -11.5% | +10.0% | +1.9% |
| YTD | +49.0% | -24.7% | +73.7% | +61.6% |
| 1Y | +50.6% | -45.1% | +95.7% | +84.7% |
| All | +150.0% | -8.9% | +158.9% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling