+40.3%
ARMK vs AEE
+13.9%
+26.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.6% | -4.3% |
| 7D | -5.8% | +4.7% | -10.5% | -6.1% |
| 30D | -5.3% | +13.4% | -18.7% | -6.5% |
| 3M | -6.7% | +4.1% | -10.8% | -7.1% |
| 6M | +17.4% | +2.0% | +15.3% | +17.5% |
| YTD | +43.0% | +15.6% | +27.4% | +43.0% |
| 1Y | +40.3% | +14.1% | +26.2% | +40.3% |
| All | +40.3% | +13.9% | +26.4% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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