+2,138.1%
AEIS vs ARWR
-19.4%
+2,157.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -15.3% | +26.7% | +11.6% |
| 7D | +1.0% | -17.3% | +18.3% | +1.3% |
| 30D | -24.0% | -21.5% | -2.5% | -23.7% |
| 3M | -32.5% | -43.8% | +11.3% | -31.8% |
| 6M | -38.6% | -32.3% | -6.3% | -38.2% |
| YTD | +4.8% | -25.8% | +30.7% | +5.3% |
| 1Y | +1.3% | +25.5% | -24.2% | +0.8% |
| 3Y | +159.2% | +84.1% | +75.1% | +154.9% |
| 5Y | +140.8% | -39.2% | +180.0% | +140.0% |
| 10Y | +349.8% | +1,072.4% | -722.6% | +324.6% |
| All | +2,138.1% | -19.4% | +2,157.5% | +1,418.1% |
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