+1,507.7%
EWT vs AGI
+5,269.5%
-3,761.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.3% |
| 7D | -1.1% | -5.3% | +4.2% | -0.8% |
| 30D | +4.8% | +6.8% | -2.0% | +4.3% |
| 3M | +11.1% | +8.3% | +2.8% | +10.4% |
| 6M | +54.6% | -29.2% | +83.9% | +57.5% |
| YTD | +71.4% | -7.3% | +78.7% | +71.4% |
| 1Y | +82.1% | +8.0% | +74.1% | +80.2% |
| 3Y | +193.2% | +206.6% | -13.3% | +171.8% |
| 5Y | +146.1% | +398.1% | -252.1% | +121.0% |
| 10Y | +505.0% | +384.0% | +121.1% | +426.2% |
| All | +1,507.7% | +5,269.5% | -3,761.8% | +1,224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling