+170.5%
AEP vs ARMK
+146.1%
+24.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.4% |
| 7D | -0.9% | +3.1% | -4.1% | -1.3% |
| 30D | -1.1% | -2.8% | +1.7% | -0.8% |
| 3M | -3.3% | +7.6% | -10.9% | -4.1% |
| 6M | -4.6% | +47.9% | -52.5% | -8.7% |
| YTD | +9.4% | +60.0% | -50.6% | +3.7% |
| 1Y | +16.9% | +52.2% | -35.3% | +11.3% |
| 3Y | +76.6% | +131.4% | -54.8% | +59.4% |
| 5Y | +66.2% | +163.2% | -97.0% | +47.0% |
| All | +170.5% | +146.1% | +24.4% | +154.8% |
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