+214.2%
ARM vs AEIS
+119.4%
+94.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -0.9% |
| 7D | +19.8% | +23.2% | -3.4% | +2.6% |
| 30D | -21.8% | -17.0% | -4.8% | -10.8% |
| 3M | -26.5% | -32.2% | +5.6% | -3.4% |
| 6M | -3.9% | -32.6% | +28.6% | +25.6% |
| YTD | +82.8% | +9.4% | +73.4% | +55.8% |
| 1Y | +34.3% | +7.7% | +26.6% | +15.4% |
| 3Y | +282.2% | +157.9% | +124.3% | +47.4% |
| All | +214.2% | +119.4% | +94.8% | +48.0% |
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