+513.6%
EWT vs AME
+445.1%
+68.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.4% | +0.3% |
| 7D | -1.1% | +1.7% | -2.9% | -1.9% |
| 30D | +4.5% | -6.4% | +10.9% | +7.6% |
| 3M | +8.3% | +7.1% | +1.2% | +5.1% |
| 6M | +54.2% | +8.2% | +46.1% | +49.1% |
| YTD | +74.6% | +18.2% | +56.4% | +62.3% |
| 1Y | +84.9% | +26.7% | +58.2% | +66.4% |
| 3Y | +197.5% | +60.7% | +136.8% | +138.0% |
| 5Y | +150.6% | +91.6% | +59.0% | +83.6% |
| All | +513.6% | +445.1% | +68.6% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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