+202.6%
AON vs ARMK
+138.5%
+64.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -5.9% | -0.9% | -5.0% | -5.7% |
| 30D | -13.7% | -5.9% | -7.7% | -12.5% |
| 3M | -8.3% | +6.7% | -15.0% | -9.6% |
| 6M | -3.6% | +42.5% | -46.2% | -10.9% |
| YTD | -12.4% | +55.1% | -67.5% | -20.6% |
| 1Y | -14.6% | +50.3% | -65.0% | -22.3% |
| 3Y | -5.7% | +122.2% | -127.9% | -22.0% |
| 5Y | +9.1% | +155.2% | -146.0% | -13.2% |
| All | +202.6% | +138.5% | +64.1% | +146.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling