+241.7%
AEIS vs ARWR
+29.5%
+212.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.1% |
| 7D | +8.1% | +2.9% | +5.3% | +7.3% |
| 30D | -11.1% | -2.9% | -8.2% | -10.5% |
| 3M | -5.6% | +15.2% | -20.9% | -9.5% |
| 6M | -0.6% | +42.3% | -42.9% | -10.0% |
| YTD | +38.0% | +28.2% | +9.8% | +27.9% |
| 1Y | +87.2% | +213.2% | -126.0% | +36.5% |
| 3Y | +179.7% | +184.6% | -5.0% | +87.5% |
| 5Y | +241.7% | +29.2% | +212.5% | +160.7% |
| All | +241.7% | +29.5% | +212.2% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling