+84.9%
EWT vs AME
+29.6%
+55.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.4% | -0.3% |
| 7D | -1.1% | +1.7% | -2.9% | -2.2% |
| 30D | +4.5% | -6.4% | +10.9% | +9.1% |
| 3M | +8.3% | +7.1% | +1.2% | +4.3% |
| 6M | +54.2% | +8.2% | +46.1% | +46.9% |
| YTD | +74.6% | +18.2% | +56.4% | +62.7% |
| 1Y | +84.9% | +26.7% | +58.2% | +68.2% |
| All | +84.9% | +29.6% | +55.3% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling