+590.1%
EWT vs AEM
+4,048.7%
-3,458.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +1.6% | +4.3% | -2.7% | +1.2% |
| 30D | +8.2% | +13.1% | -4.9% | +6.7% |
| 3M | +11.1% | +24.8% | -13.7% | +8.3% |
| 6M | +60.4% | -8.2% | +68.7% | +61.2% |
| YTD | +75.6% | +19.8% | +55.7% | +71.5% |
| 1Y | +91.3% | +32.1% | +59.3% | +84.8% |
| 3Y | +200.3% | +348.2% | -147.9% | +156.3% |
| 5Y | +156.4% | +297.5% | -141.1% | +118.9% |
| 10Y | +495.8% | +343.3% | +152.5% | +389.2% |
| All | +590.1% | +4,048.7% | -3,458.5% | +478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling