+211.7%
AEP vs ARWR
+1,024.2%
-812.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +2.9% | -17.8% | +20.7% | +3.3% |
| 30D | +3.2% | -18.1% | +21.3% | +3.6% |
| 3M | +3.8% | -44.2% | +48.0% | +5.1% |
| 6M | +2.5% | -38.6% | +41.2% | +3.4% |
| YTD | +15.5% | -28.0% | +43.5% | +16.0% |
| 1Y | +9.6% | +16.1% | -6.5% | +8.7% |
| 3Y | +91.2% | +84.0% | +7.2% | +85.6% |
| 5Y | +88.2% | -35.4% | +123.6% | +84.9% |
| All | +211.7% | +1,024.2% | -812.6% | +187.8% |
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