+199.8%
EWT vs AG
+278.6%
-78.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +9.4% | +12.5% | -3.1% | +7.2% |
| 3M | +10.9% | +28.2% | -17.3% | +6.2% |
| 6M | +57.9% | -18.8% | +76.8% | +59.9% |
| YTD | +75.9% | +27.4% | +48.5% | +66.8% |
| 1Y | +89.7% | +132.2% | -42.5% | +64.5% |
| All | +199.8% | +278.6% | -78.8% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling