+228.9%
ARM vs AEP
+76.7%
+152.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.6% |
| 7D | -15.2% | -2.8% | -12.4% | -16.9% |
| 30D | -40.7% | +3.6% | -44.3% | -39.1% |
| 3M | -39.1% | +1.8% | -40.9% | -38.4% |
| 6M | -26.4% | -3.1% | -23.3% | -27.1% |
| YTD | +59.7% | +12.2% | +47.5% | +73.4% |
| 1Y | +10.3% | +9.1% | +1.2% | +18.0% |
| 3Y | +228.9% | +77.9% | +150.9% | +431.8% |
| All | +228.9% | +76.7% | +152.1% | +431.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling