+591.5%
EWT vs AU
+749.0%
-157.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | +2.1% | +0.6% | +1.5% | +2.0% |
| 30D | +9.4% | +12.3% | -2.9% | +7.6% |
| 3M | +10.9% | +29.4% | -18.5% | +7.0% |
| 6M | +57.9% | +3.2% | +54.7% | +56.1% |
| YTD | +75.9% | +31.8% | +44.1% | +68.4% |
| 1Y | +89.7% | +83.4% | +6.3% | +73.9% |
| 3Y | +200.9% | +623.1% | -422.2% | +129.8% |
| 5Y | +154.5% | +700.5% | -546.0% | +88.4% |
| 10Y | +520.8% | +717.6% | -196.8% | +326.3% |
| All | +591.5% | +749.0% | -157.5% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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