+199.6%
ARM vs AEIS
+110.7%
+88.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.7% | -1.7% |
| 7D | +9.1% | +11.5% | -2.4% | +0.7% |
| 30D | -19.9% | -15.8% | -4.2% | -9.8% |
| 3M | -31.6% | -33.3% | +1.7% | -8.8% |
| 6M | -13.9% | -35.2% | +21.3% | +16.1% |
| YTD | +74.3% | +5.0% | +69.3% | +53.2% |
| 1Y | +35.8% | +8.5% | +27.3% | +15.6% |
| 3Y | +268.6% | +152.9% | +115.7% | +44.3% |
| All | +199.6% | +110.7% | +88.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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