+297.5%
AEM vs ARWR
+29.5%
+267.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +4.3% | +2.9% | +1.5% | +4.1% |
| 30D | +13.1% | -2.9% | +16.0% | +13.5% |
| 3M | +24.8% | +15.2% | +9.6% | +23.0% |
| 6M | -8.2% | +42.3% | -50.5% | -11.3% |
| YTD | +19.8% | +28.2% | -8.4% | +16.5% |
| 1Y | +32.1% | +213.2% | -181.2% | +19.3% |
| 3Y | +348.2% | +184.6% | +163.5% | +295.3% |
| 5Y | +297.5% | +29.2% | +268.2% | +234.6% |
| All | +297.5% | +29.5% | +267.9% | +234.6% |
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