+193.0%
ARM vs AEP
+79.2%
+113.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +7.4% |
| 7D | -5.3% | -1.5% | -3.8% | -6.3% |
| 30D | -30.0% | +4.5% | -34.5% | -28.3% |
| 3M | -34.1% | +2.8% | -36.9% | -33.1% |
| 6M | -12.6% | -0.7% | -12.0% | -12.2% |
| YTD | +70.4% | +13.8% | +56.6% | +82.9% |
| 1Y | +22.3% | +9.0% | +13.3% | +28.7% |
| 3Y | +261.2% | +83.0% | +178.2% | +370.9% |
| All | +193.0% | +79.2% | +113.7% | +280.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling