+86.1%
ARM vs AEP
+16.1%
+69.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.8% |
| 7D | +5.5% | +1.8% | +3.7% | +6.5% |
| 30D | -8.2% | -0.8% | -7.4% | -8.7% |
| 3M | -35.9% | -1.8% | -34.1% | -36.5% |
| 6M | +103.1% | -5.4% | +108.5% | +99.3% |
| YTD | +130.6% | +10.4% | +120.2% | +130.8% |
| 1Y | +86.1% | +18.2% | +67.9% | +86.2% |
| All | +86.1% | +16.1% | +69.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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