+174.6%
ARM vs AEE
+53.9%
+120.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.8% |
| 7D | -15.2% | +2.1% | -17.3% | -14.2% |
| 30D | -40.7% | +11.4% | -52.1% | -36.9% |
| 3M | -39.1% | +5.0% | -44.1% | -37.3% |
| 6M | -26.4% | +4.4% | -30.9% | -23.7% |
| YTD | +59.7% | +15.4% | +44.4% | +72.8% |
| 1Y | +10.3% | +13.8% | -3.4% | +18.9% |
| 3Y | +228.9% | +58.0% | +170.8% | +342.0% |
| All | +174.6% | +53.9% | +120.7% | +268.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling