+199.8%
EWT vs ALM
+2,150.5%
-1,950.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | +2.1% | +3.6% | -1.5% | +1.8% |
| 30D | +9.4% | +33.8% | -24.4% | +7.1% |
| 3M | +10.9% | +14.8% | -3.9% | +9.3% |
| 6M | +57.9% | -7.0% | +64.9% | +56.5% |
| YTD | +75.9% | +108.1% | -32.1% | +70.0% |
| 1Y | +89.7% | +313.8% | -224.1% | +79.5% |
| All | +199.8% | +2,150.5% | -1,950.6% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling