+18.6%
AEP vs ARMK
+48.9%
-30.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +1.5% | +2.4% | -0.9% | +1.5% |
| 3M | -1.7% | +6.1% | -7.7% | -1.5% |
| 6M | -4.0% | +41.8% | -45.8% | -3.4% |
| YTD | +10.6% | +55.5% | -44.9% | +11.7% |
| 1Y | +18.6% | +49.6% | -31.0% | +20.5% |
| All | +18.6% | +48.9% | -30.3% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling