+356.7%
AEM vs ARWR
+197.7%
+159.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +24.0% | -0.7% | +24.7% | +24.1% |
| 3M | +16.1% | +14.9% | +1.2% | +14.4% |
| 6M | -11.6% | +32.6% | -44.2% | -14.1% |
| YTD | +21.5% | +30.0% | -8.5% | +18.0% |
| 1Y | +39.2% | +208.4% | -169.2% | +27.0% |
| All | +356.7% | +197.7% | +159.0% | +312.4% |
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