+768.5%
EWT vs ACM
+230.8%
+537.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | +4.0% | -3.7% | +7.7% | +5.3% |
| 30D | +10.3% | -11.1% | +21.4% | +14.0% |
| 3M | +6.1% | -8.0% | +14.1% | +8.0% |
| 6M | +56.6% | -29.7% | +86.3% | +74.3% |
| YTD | +76.6% | -29.4% | +105.9% | +95.0% |
| 1Y | +97.9% | -46.4% | +144.3% | +139.2% |
| 3Y | +198.0% | -22.3% | +220.3% | +214.0% |
| 5Y | +151.8% | +4.5% | +147.3% | +136.4% |
| 10Y | +514.1% | +127.6% | +386.5% | +305.0% |
| All | +768.5% | +230.8% | +537.7% | +322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling