+137.9%
ARMK vs AEE
+186.8%
-48.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | +1.1% | -0.7% | 0.0% |
| 30D | +2.4% | 0.0% | +2.4% | +2.4% |
| 3M | +6.1% | -0.9% | +7.0% | +6.3% |
| 6M | +41.8% | -2.4% | +44.2% | +42.6% |
| YTD | +55.5% | +8.6% | +46.9% | +49.9% |
| 1Y | +49.6% | +10.2% | +39.4% | +43.2% |
| 3Y | +122.8% | +47.8% | +75.0% | +88.5% |
| 5Y | +151.0% | +40.1% | +110.9% | +115.5% |
| 10Y | +137.9% | +195.0% | -57.1% | +75.8% |
| All | +137.9% | +186.8% | -48.8% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling