+513.6%
EWT vs AEM
+378.0%
+135.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.6% |
| 7D | -1.1% | -2.1% | +1.0% | -0.8% |
| 30D | +4.5% | +8.4% | -4.0% | +3.1% |
| 3M | +8.3% | +27.3% | -19.0% | +4.3% |
| 6M | +54.2% | -9.7% | +63.9% | +55.1% |
| YTD | +74.6% | +19.0% | +55.6% | +69.5% |
| 1Y | +84.9% | +31.5% | +53.4% | +77.0% |
| 3Y | +197.5% | +338.7% | -141.2% | +146.0% |
| 5Y | +150.6% | +307.4% | -156.8% | +106.4% |
| All | +513.6% | +378.0% | +135.6% | +389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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