+199.6%
ARM vs AEE
+56.6%
+143.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.0% |
| 7D | +9.1% | +1.7% | +7.4% | +10.1% |
| 30D | -19.9% | +9.7% | -29.7% | -15.5% |
| 3M | -31.6% | +5.9% | -37.5% | -29.2% |
| 6M | -13.9% | +6.7% | -20.6% | -9.7% |
| YTD | +74.3% | +17.4% | +56.9% | +90.3% |
| 1Y | +35.8% | +12.7% | +23.1% | +46.1% |
| 3Y | +268.6% | +68.2% | +200.4% | +388.6% |
| All | +199.6% | +56.6% | +143.1% | +305.4% |
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 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