+887.0%
AEE vs ARWR
+50.8%
+836.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +3.0% | -17.7% | +20.7% | +3.1% |
| 30D | +11.2% | -21.9% | +33.2% | +11.3% |
| 3M | +7.0% | -44.5% | +51.5% | +7.2% |
| 6M | +5.7% | -32.6% | +38.3% | +5.8% |
| YTD | +16.2% | -26.2% | +42.4% | +16.3% |
| 1Y | +12.0% | +23.0% | -10.9% | +11.9% |
| 3Y | +63.4% | +81.8% | -18.4% | +62.6% |
| 5Y | +56.0% | -36.0% | +92.1% | +55.6% |
| 10Y | +217.4% | +1,039.5% | -822.2% | +212.2% |
| All | +887.0% | +50.8% | +836.2% | +789.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling