+4.0%
AEM vs ARWR
+12.4%
-8.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.3% |
| 7D | -5.6% | -17.9% | +12.3% | -2.8% |
| 30D | -3.9% | -18.9% | +15.0% | -0.9% |
| 3M | -3.4% | -46.0% | +42.5% | +7.6% |
| 6M | -9.0% | -40.3% | +31.3% | -1.3% |
| YTD | +5.9% | -29.0% | +34.9% | +10.6% |
| 1Y | +4.0% | +13.8% | -9.9% | +1.7% |
| All | +4.0% | +12.4% | -8.4% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling