+65.6%
AEP vs ARMK
+148.1%
-82.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +2.0% | +1.7% | +0.3% | +1.8% |
| 30D | +0.5% | +3.1% | -2.6% | 0.0% |
| 3M | -0.3% | +9.2% | -9.5% | -1.6% |
| 6M | -3.5% | +43.7% | -47.1% | -8.5% |
| YTD | +11.3% | +57.4% | -46.1% | +3.8% |
| 1Y | +20.2% | +51.9% | -31.6% | +12.7% |
| 3Y | +79.8% | +125.4% | -45.6% | +55.0% |
| 5Y | +65.6% | +149.1% | -83.5% | +38.7% |
| All | +65.6% | +148.1% | -82.6% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling