+1,833.3%
AEM vs ARWR
-98.3%
+1,931.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.7% | -5.1% |
| 7D | +13.9% | -17.7% | +31.5% | +13.9% |
| 30D | +0.8% | -21.9% | +22.7% | +0.8% |
| 3M | +5.8% | -44.5% | +50.3% | +5.9% |
| 6M | -1.0% | -32.6% | +31.6% | -0.9% |
| YTD | +13.1% | -26.2% | +39.3% | +13.1% |
| 1Y | +14.4% | +23.0% | -8.5% | +14.4% |
| 3Y | +325.7% | +81.8% | +244.0% | +325.2% |
| 5Y | +273.7% | -36.0% | +309.8% | +273.4% |
| 10Y | +390.1% | +1,039.5% | -649.4% | +389.4% |
| All | +1,833.3% | -98.3% | +1,931.6% | +1,865.3% |
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