+55.2%
EWT vs AGI
-1.1%
+56.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -3.4% |
| 7D | -10.9% | -5.3% | -5.6% | -10.0% |
| 30D | -17.7% | -7.1% | -10.6% | -16.6% |
| 3M | -5.0% | +4.4% | -9.4% | -6.5% |
| 6M | +7.4% | -23.0% | +30.4% | +11.9% |
| YTD | +52.8% | -22.0% | +74.8% | +59.1% |
| 1Y | +55.2% | +0.3% | +54.9% | +50.8% |
| All | +55.2% | -1.1% | +56.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling