+430.1%
AEM vs ARWR
+1,061.4%
-631.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | +1.4% | -19.9% | +21.3% | +2.6% |
| 30D | -1.2% | -18.7% | +17.5% | -0.1% |
| 3M | +2.5% | -44.7% | +47.2% | +6.1% |
| 6M | -5.1% | -36.5% | +31.4% | -2.7% |
| YTD | +10.4% | -25.7% | +36.1% | +11.9% |
| 1Y | +11.8% | +18.9% | -7.2% | +10.2% |
| 3Y | +315.6% | +83.1% | +232.6% | +292.4% |
| 5Y | +266.3% | -34.9% | +301.1% | +255.0% |
| All | +430.1% | +1,061.4% | -631.3% | +356.0% |
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