+20.3%
ARM vs AEE
+12.7%
+7.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +7.6% |
| 7D | -5.3% | +2.3% | -7.7% | -3.3% |
| 30D | -30.0% | +11.6% | -41.6% | -22.8% |
| 3M | -34.1% | +5.5% | -39.6% | -30.8% |
| 6M | -12.6% | +6.0% | -18.7% | -6.3% |
| YTD | +70.4% | +16.6% | +53.8% | +86.8% |
| All | +20.3% | +12.7% | +7.6% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling