+214.2%
ARM vs AEP
+81.4%
+132.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.9% |
| 7D | +19.8% | +2.5% | +17.4% | +21.2% |
| 30D | -21.8% | +3.4% | -25.2% | -20.3% |
| 3M | -26.5% | +4.2% | -30.7% | -25.0% |
| 6M | -3.9% | -0.8% | -3.1% | -3.5% |
| YTD | +82.8% | +15.2% | +67.5% | +97.2% |
| 1Y | +34.3% | +8.3% | +26.0% | +40.9% |
| 3Y | +282.2% | +84.2% | +198.0% | +403.2% |
| All | +214.2% | +81.4% | +132.8% | +310.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling