+1,455.0%
AEP vs ARWR
-98.0%
+1,553.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -2.8% | -2.9% | +0.1% | -2.8% |
| 30D | +3.6% | -5.4% | +9.0% | +3.6% |
| 3M | +1.8% | -32.2% | +34.0% | +1.8% |
| 6M | -3.1% | -26.5% | +23.4% | -3.1% |
| YTD | +12.2% | -12.4% | +24.6% | +12.3% |
| 1Y | +9.1% | +46.9% | -37.7% | +9.1% |
| 3Y | +77.9% | +116.0% | -38.1% | +77.8% |
| 5Y | +78.1% | -28.0% | +106.1% | +78.0% |
| 10Y | +187.8% | +923.9% | -736.2% | +187.9% |
| All | +1,455.0% | -98.0% | +1,553.0% | +1,386.1% |
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