+219.8%
ARM vs AEE
+54.5%
+165.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.4% | +12.4% | +11.9% |
| 7D | +6.0% | +0.2% | +5.9% | +6.1% |
| 30D | -20.3% | +9.7% | -30.1% | -15.9% |
| 3M | -24.4% | +5.8% | -30.2% | -21.8% |
| 6M | -4.4% | +4.5% | -8.8% | -0.8% |
| YTD | +86.0% | +15.8% | +70.2% | +101.6% |
| 1Y | +35.8% | +10.8% | +25.1% | +44.7% |
| 3Y | +289.1% | +62.8% | +226.3% | +417.1% |
| All | +219.8% | +54.5% | +165.3% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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