+55.2%
EWT vs AUR
-17.4%
+72.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.2% |
| 7D | -10.9% | -19.8% | +9.0% | -6.7% |
| 30D | -17.7% | -29.0% | +11.3% | -11.7% |
| 3M | -5.0% | -43.6% | +38.5% | +6.7% |
| 6M | +7.4% | -36.6% | +44.0% | +16.6% |
| YTD | +52.8% | +6.3% | +46.6% | +48.9% |
| 1Y | +55.2% | -9.0% | +64.2% | +54.2% |
| All | +55.2% | -17.4% | +72.6% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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