+219.8%
ARM vs AEIS
+122.1%
+97.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +4.5% | +7.6% | +8.7% |
| 7D | +6.0% | +9.5% | -3.4% | -0.6% |
| 30D | -20.3% | -17.5% | -2.8% | -8.8% |
| 3M | -24.4% | -29.3% | +4.9% | -3.6% |
| 6M | -4.4% | -34.7% | +30.3% | +27.9% |
| YTD | +86.0% | +10.7% | +75.3% | +57.1% |
| 1Y | +35.8% | +7.4% | +28.4% | +17.1% |
| 3Y | +289.1% | +161.1% | +127.9% | +48.7% |
| All | +219.8% | +122.1% | +97.7% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling