+326.4%
AEP vs ARMK
+350.8%
-24.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +1.8% | -2.4% | +4.2% | +2.1% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | -1.8% | +6.7% | -8.5% | -2.6% |
| 6M | -5.4% | +38.8% | -44.2% | -8.9% |
| YTD | +10.4% | +55.2% | -44.7% | +4.9% |
| 1Y | +18.2% | +46.6% | -28.5% | +12.8% |
| 3Y | +79.0% | +112.9% | -33.9% | +62.6% |
| 5Y | +64.8% | +144.0% | -79.1% | +46.4% |
| 10Y | +170.8% | +132.4% | +38.4% | +148.5% |
| All | +326.4% | +350.8% | -24.4% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling