+671.2%
EWT vs AG
+255.2%
+416.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.4% |
| 7D | +9.1% | -10.0% | +19.1% | +10.3% |
| 30D | -12.2% | -10.5% | -1.7% | -11.2% |
| 3M | -9.4% | -27.3% | +17.8% | -6.6% |
| 6M | +2.7% | -43.0% | +45.6% | +8.2% |
| YTD | +53.3% | -17.9% | +71.2% | +54.1% |
| 1Y | +59.2% | +11.9% | +47.3% | +54.7% |
| 3Y | +157.1% | +201.8% | -44.7% | +119.2% |
| 5Y | +119.6% | -0.1% | +119.7% | +102.6% |
| 10Y | +446.9% | +72.7% | +374.2% | +338.8% |
| All | +671.2% | +255.2% | +416.0% | +319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling