+119.0%
EWT vs AME
+77.7%
+41.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +9.1% | +5.9% | +3.2% | +5.9% |
| 30D | -12.2% | -1.9% | -10.3% | -11.2% |
| 3M | -9.4% | -5.4% | -4.0% | -6.7% |
| 6M | +2.7% | +4.9% | -2.3% | +0.7% |
| YTD | +53.3% | +18.5% | +34.8% | +41.9% |
| 1Y | +59.2% | +25.5% | +33.7% | +43.5% |
| 3Y | +157.1% | +63.0% | +94.1% | +100.4% |
| All | +119.0% | +77.7% | +41.3% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling