+177.7%
AEP vs ARWR
+978.7%
-801.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | +0.9% | -3.2% | +4.1% | +1.0% |
| 30D | +1.5% | -6.5% | +7.9% | +1.6% |
| 3M | -1.7% | +12.7% | -14.4% | -2.0% |
| 6M | -4.0% | +36.2% | -40.2% | -4.9% |
| YTD | +10.6% | +24.5% | -13.9% | +9.8% |
| 1Y | +18.6% | +198.0% | -179.4% | +15.1% |
| 3Y | +78.7% | +176.4% | -97.7% | +71.9% |
| 5Y | +65.1% | +26.6% | +38.5% | +59.8% |
| 10Y | +177.7% | +1,054.1% | -876.3% | +153.5% |
| All | +177.7% | +978.7% | -801.0% | +153.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling