+1,787.6%
AEM vs ARWR
-98.3%
+1,885.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | +1.4% | -19.9% | +21.3% | +1.4% |
| 30D | -1.2% | -18.7% | +17.5% | -1.2% |
| 3M | +2.5% | -44.7% | +47.2% | +2.6% |
| 6M | -5.1% | -36.5% | +31.4% | -5.0% |
| YTD | +10.4% | -25.7% | +36.1% | +10.4% |
| 1Y | +11.8% | +18.9% | -7.2% | +11.7% |
| 3Y | +315.6% | +83.1% | +232.6% | +315.1% |
| 5Y | +266.3% | -34.9% | +301.1% | +265.9% |
| 10Y | +427.4% | +1,080.9% | -653.5% | +426.6% |
| All | +1,787.6% | -98.3% | +1,885.9% | +1,818.9% |
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