+883.5%
AEE vs ARWR
+51.9%
+831.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +0.2% | -19.9% | +20.1% | +0.3% |
| 30D | +9.7% | -18.7% | +28.4% | +9.8% |
| 3M | +5.8% | -44.7% | +50.5% | +6.0% |
| 6M | +4.5% | -36.5% | +41.0% | +4.6% |
| YTD | +15.8% | -25.7% | +41.5% | +15.9% |
| 1Y | +10.8% | +18.9% | -8.2% | +10.6% |
| 3Y | +62.8% | +83.1% | -20.3% | +62.0% |
| 5Y | +56.1% | -34.9% | +91.0% | +55.7% |
| 10Y | +216.4% | +1,080.9% | -864.4% | +211.3% |
| All | +883.5% | +51.9% | +831.6% | +786.0% |
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