+152.9%
AEIS vs ARWR
+79.8%
+73.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.3% |
| 7D | +11.5% | -17.8% | +29.4% | +16.1% |
| 30D | -15.8% | -18.1% | +2.4% | -12.1% |
| 3M | -33.3% | -44.2% | +10.9% | -23.6% |
| 6M | -35.2% | -38.6% | +3.5% | -27.9% |
| YTD | +5.0% | -28.0% | +33.1% | +11.5% |
| 1Y | +8.5% | +16.1% | -7.7% | +0.9% |
| 3Y | +152.9% | +84.0% | +68.9% | +87.8% |
| All | +152.9% | +79.8% | +73.1% | +87.8% |
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