+203.2%
AEP vs ARWR
+1,055.7%
-852.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.8% | -17.7% | +16.9% | -0.4% |
| 30D | +4.9% | -21.9% | +26.8% | +5.4% |
| 3M | +4.9% | -44.5% | +49.4% | +6.1% |
| 6M | -0.3% | -32.6% | +32.3% | +0.4% |
| YTD | +14.3% | -26.2% | +40.5% | +14.7% |
| 1Y | +7.5% | +23.0% | -15.4% | +6.5% |
| 3Y | +82.6% | +81.8% | +0.9% | +77.5% |
| 5Y | +81.5% | -36.0% | +117.5% | +78.3% |
| 10Y | +203.2% | +1,039.5% | -836.4% | +179.7% |
| All | +203.2% | +1,055.7% | -852.5% | +179.7% |
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