+82.1%
EWT vs ALM
+279.2%
-197.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.6% | +7.1% | -1.3% |
| 7D | -1.1% | -7.1% | +6.0% | -0.2% |
| 30D | +4.8% | +24.7% | -19.9% | +1.3% |
| 3M | +11.1% | +8.3% | +2.8% | +8.8% |
| 6M | +54.6% | -22.2% | +76.8% | +54.2% |
| YTD | +71.4% | +88.1% | -16.6% | +63.5% |
| 1Y | +82.1% | +272.4% | -190.3% | +63.1% |
| All | +82.1% | +279.2% | -197.1% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling