+145.0%
EWT vs AEM
+298.9%
-153.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.0% |
| 7D | -1.1% | -5.0% | +3.9% | -0.1% |
| 30D | +4.8% | +8.5% | -3.7% | +2.8% |
| 3M | +11.1% | +29.3% | -18.1% | +5.0% |
| 6M | +54.6% | -12.9% | +67.6% | +56.7% |
| YTD | +71.4% | +16.8% | +54.7% | +64.7% |
| 1Y | +82.1% | +29.8% | +52.3% | +71.1% |
| 3Y | +193.2% | +336.7% | -143.5% | +119.4% |
| All | +145.0% | +298.9% | -153.9% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling