+788.4%
EWT vs AG
+445.6%
+342.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +2.1% |
| 7D | +4.0% | +1.0% | +3.0% | +3.8% |
| 30D | +10.3% | +19.2% | -8.9% | +8.1% |
| 3M | +6.1% | +6.2% | -0.1% | +5.0% |
| 6M | +56.6% | -26.7% | +83.3% | +60.3% |
| YTD | +76.6% | +26.1% | +50.5% | +69.9% |
| 1Y | +97.9% | +131.7% | -33.8% | +77.6% |
| 3Y | +198.0% | +255.3% | -57.4% | +148.6% |
| 5Y | +151.8% | +61.9% | +89.8% | +120.9% |
| 10Y | +514.1% | +72.0% | +442.1% | +391.2% |
| All | +788.4% | +445.6% | +342.7% | +362.3% |
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