+149.4%
EWT vs AG
+63.6%
+85.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.8% | +2.3% |
| 7D | -1.1% | -6.7% | +5.6% | -0.1% |
| 30D | +4.5% | +2.2% | +2.3% | +3.9% |
| 3M | +8.3% | +15.7% | -7.4% | +5.4% |
| 6M | +54.2% | -23.8% | +78.0% | +57.9% |
| YTD | +74.6% | +17.6% | +56.9% | +67.3% |
| 1Y | +84.9% | +88.6% | -3.7% | +64.7% |
| 3Y | +197.5% | +253.4% | -55.9% | +132.5% |
| All | +149.4% | +63.6% | +85.8% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling