+154.0%
EWT vs ACM
+6.0%
+148.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +8.2% | -12.9% | +21.1% | +12.6% |
| 3M | +11.1% | -6.4% | +17.4% | +12.3% |
| 6M | +60.4% | -29.2% | +89.7% | +78.9% |
| YTD | +75.6% | -29.9% | +105.5% | +95.1% |
| 1Y | +91.3% | -47.3% | +138.6% | +135.8% |
| 3Y | +200.3% | -19.6% | +219.9% | +208.7% |
| All | +154.0% | +6.0% | +148.0% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling