+103.1%
ARM vs AEP
-4.6%
+107.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.8% |
| 7D | +5.5% | +1.8% | +3.7% | +7.2% |
| 30D | -8.2% | -0.8% | -7.4% | -9.1% |
| 3M | -35.9% | -1.8% | -34.1% | -36.4% |
| 6M | +103.1% | -5.4% | +108.5% | +95.6% |
| All | +103.1% | -4.6% | +107.7% | +95.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling