+86.1%
ARM vs AEM
+40.5%
+45.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.4% |
| 7D | +5.5% | -0.5% | +6.0% | +5.6% |
| 30D | -8.2% | +24.0% | -32.2% | -17.0% |
| 3M | -35.9% | +16.1% | -52.0% | -41.0% |
| 6M | +103.1% | -11.6% | +114.7% | +96.4% |
| YTD | +130.6% | +21.5% | +109.1% | +112.1% |
| 1Y | +86.1% | +39.2% | +46.9% | +84.5% |
| All | +86.1% | +40.5% | +45.6% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling