+167.9%
AEIS vs ARWR
+197.7%
-29.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.0% | +1.7% | +1.3% | +2.5% |
| 30D | -14.6% | -0.7% | -14.0% | -14.5% |
| 3M | -12.4% | +14.9% | -27.3% | -15.9% |
| 6M | -15.0% | +32.6% | -47.6% | -21.5% |
| YTD | +34.3% | +30.0% | +4.2% | +24.1% |
| 1Y | +87.4% | +208.4% | -121.0% | +37.7% |
| All | +167.9% | +197.7% | -29.8% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling