+205.1%
AEP vs ARMK
+130.7%
+74.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +0.7% | +2.8% | -2.1% | +0.4% |
| 30D | +4.8% | -1.8% | +6.6% | +4.9% |
| 3M | +5.4% | -10.9% | +16.2% | +6.5% |
| 6M | +0.4% | +21.2% | -20.9% | -1.9% |
| YTD | +15.5% | +47.0% | -31.5% | +10.4% |
| 1Y | +8.5% | +42.9% | -34.4% | +4.0% |
| 3Y | +84.6% | +95.0% | -10.4% | +69.8% |
| 5Y | +86.9% | +106.2% | -19.3% | +69.5% |
| 10Y | +205.1% | +131.6% | +73.5% | +188.6% |
| All | +205.1% | +130.7% | +74.4% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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