+197.5%
EWT vs AGI
+206.1%
-8.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.6% |
| 30D | +4.5% | +7.2% | -2.8% | +2.9% |
| 3M | +8.3% | +4.3% | +4.0% | +6.6% |
| 6M | +54.2% | -27.1% | +81.3% | +60.9% |
| YTD | +74.6% | -6.6% | +81.2% | +74.1% |
| 1Y | +84.9% | +9.5% | +75.4% | +78.6% |
| 3Y | +197.5% | +208.4% | -10.9% | +130.7% |
| All | +197.5% | +206.1% | -8.6% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling