+195.0%
AEE vs ARWR
+978.7%
-783.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | +1.1% | -3.2% | +4.3% | +1.2% |
| 30D | 0.0% | -6.5% | +6.5% | +0.2% |
| 3M | -0.9% | +12.7% | -13.6% | -1.5% |
| 6M | -2.4% | +36.2% | -38.6% | -3.8% |
| YTD | +8.6% | +24.5% | -15.8% | +7.4% |
| 1Y | +10.2% | +198.0% | -187.8% | +5.0% |
| 3Y | +47.8% | +176.4% | -128.5% | +38.8% |
| 5Y | +40.1% | +26.6% | +13.5% | +33.2% |
| 10Y | +195.0% | +1,054.1% | -859.0% | +153.3% |
| All | +195.0% | +978.7% | -783.7% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling