+547.2%
AEIS vs ARWR
+1,075.6%
-528.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.1% |
| 7D | +8.1% | +2.9% | +5.3% | +7.5% |
| 30D | -11.1% | -2.9% | -8.2% | -10.7% |
| 3M | -5.6% | +15.2% | -20.9% | -8.4% |
| 6M | -0.6% | +42.3% | -42.9% | -7.5% |
| YTD | +38.0% | +28.2% | +9.8% | +30.7% |
| 1Y | +87.2% | +213.2% | -126.0% | +49.1% |
| 3Y | +179.7% | +184.6% | -5.0% | +112.0% |
| 5Y | +241.7% | +29.2% | +212.5% | +181.1% |
| 10Y | +547.2% | +1,012.5% | -465.4% | +279.2% |
| All | +547.2% | +1,075.6% | -528.4% | +279.2% |
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 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