+145.6%
ARMK vs AEE
+42.0%
+103.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | 0.0% | -2.3% | +2.3% | +0.8% |
| 3M | +6.7% | +0.2% | +6.4% | +6.4% |
| 6M | +38.8% | -4.7% | +43.6% | +40.8% |
| YTD | +55.2% | +8.1% | +47.1% | +49.9% |
| 1Y | +46.6% | +8.5% | +38.1% | +41.2% |
| 3Y | +112.9% | +48.9% | +64.0% | +80.8% |
| All | +145.6% | +42.0% | +103.6% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling