+193.0%
ARM vs AEIS
+110.3%
+82.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.3% | -4.6% | -1.7% |
| 7D | -5.3% | +1.0% | -6.3% | -6.8% |
| 30D | -30.0% | -24.0% | -6.0% | -15.0% |
| 3M | -34.1% | -32.5% | -1.6% | -13.2% |
| 6M | -12.6% | -38.6% | +25.9% | +22.0% |
| YTD | +70.4% | +4.8% | +65.6% | +49.6% |
| 1Y | +22.3% | +1.3% | +20.9% | +9.9% |
| 3Y | +261.2% | +159.2% | +102.0% | +38.1% |
| All | +193.0% | +110.3% | +82.7% | +42.1% |
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