+226.0%
AEP vs ARKK
+358.9%
-132.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.8% |
| 30D | +1.5% | +5.1% | -3.6% | +1.2% |
| 3M | -1.7% | +12.7% | -14.4% | -2.4% |
| 6M | -4.0% | +13.8% | -17.9% | -4.9% |
| YTD | +10.6% | +9.9% | +0.7% | +9.7% |
| 1Y | +18.6% | +10.4% | +8.2% | +17.4% |
| 3Y | +78.7% | +93.6% | -14.9% | +67.9% |
| 5Y | +65.1% | -29.4% | +94.4% | +64.1% |
| 10Y | +177.7% | +336.9% | -159.1% | +119.0% |
| All | +226.0% | +358.9% | -132.9% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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