+513.6%
EWT vs ALM
+2,589.2%
-2,075.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.1% |
| 7D | -1.1% | -11.8% | +10.7% | -0.7% |
| 30D | +4.5% | +7.8% | -3.3% | +4.1% |
| 3M | +8.3% | -9.3% | +17.5% | +8.3% |
| 6M | +54.2% | -30.5% | +84.7% | +55.0% |
| YTD | +74.6% | +75.8% | -1.2% | +71.4% |
| 1Y | +84.9% | +241.2% | -156.3% | +78.5% |
| 3Y | +197.5% | +1,872.6% | -1,675.1% | +173.7% |
| 5Y | +150.6% | +849.6% | -699.0% | +132.5% |
| All | +513.6% | +2,589.2% | -2,075.6% | +458.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling