+80.5%
AEP vs ARMK
+96.3%
-15.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -0.8% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | +3.6% | -5.2% | +8.8% | +4.3% |
| 3M | +1.8% | -6.5% | +8.3% | +2.5% |
| 6M | -3.1% | +15.3% | -18.4% | -5.4% |
| YTD | +12.2% | +43.6% | -31.3% | +5.8% |
| 1Y | +9.1% | +42.1% | -32.9% | +2.9% |
| 3Y | +77.9% | +94.0% | -16.1% | +56.3% |
| All | +80.5% | +96.3% | -15.8% | +58.2% |
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