+1,430.1%
AEP vs ARWR
-97.0%
+1,527.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.8% | +1.7% | +0.1% | +1.8% |
| 30D | -0.8% | -0.7% | -0.2% | -0.8% |
| 3M | -1.8% | +14.9% | -16.7% | -1.8% |
| 6M | -5.4% | +32.6% | -38.0% | -5.4% |
| YTD | +10.4% | +30.0% | -19.6% | +10.4% |
| 1Y | +18.2% | +208.4% | -190.2% | +18.1% |
| 3Y | +79.0% | +208.8% | -129.8% | +78.9% |
| 5Y | +64.8% | +27.8% | +37.0% | +64.7% |
| 10Y | +170.8% | +1,107.6% | -936.7% | +170.9% |
| All | +1,430.1% | -97.0% | +1,527.1% | +1,362.1% |
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