+594.1%
EWT vs AME
+9,596.7%
-9,002.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.1% |
| 7D | +4.0% | +0.6% | +3.3% | +3.6% |
| 30D | +10.3% | -6.7% | +17.0% | +14.0% |
| 3M | +6.1% | +4.1% | +2.0% | +4.3% |
| 6M | +56.6% | +1.6% | +55.1% | +55.6% |
| YTD | +76.6% | +16.1% | +60.4% | +64.3% |
| 1Y | +97.9% | +27.3% | +70.5% | +75.5% |
| 3Y | +198.0% | +50.9% | +147.1% | +139.8% |
| 5Y | +151.8% | +81.4% | +70.4% | +83.0% |
| 10Y | +514.1% | +417.0% | +97.2% | +151.2% |
| All | +594.1% | +9,596.7% | -9,002.6% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling