+1,500.0%
AEP vs ARWR
-98.3%
+1,598.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.1% |
| 7D | +0.7% | -19.9% | +20.7% | +0.7% |
| 30D | +4.8% | -18.7% | +23.5% | +4.8% |
| 3M | +5.4% | -44.7% | +50.0% | +5.4% |
| 6M | +0.4% | -36.5% | +36.9% | +0.4% |
| YTD | +15.5% | -25.7% | +41.2% | +15.5% |
| 1Y | +8.5% | +18.9% | -10.4% | +8.5% |
| 3Y | +84.6% | +83.1% | +1.5% | +84.5% |
| 5Y | +86.9% | -34.9% | +121.8% | +86.8% |
| 10Y | +205.1% | +1,080.9% | -875.7% | +205.3% |
| All | +1,500.0% | -98.3% | +1,598.4% | +1,429.2% |
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