+302.2%
ARMK vs AEE
+351.7%
-49.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +50.2% |
| 1Y | +46.6% | +8.5% | +38.1% | +41.5% |
| 3Y | +112.9% | +48.9% | +64.0% | +82.0% |
| 5Y | +144.0% | +39.9% | +104.1% | +112.2% |
| 10Y | +132.4% | +186.5% | -54.1% | +72.1% |
| All | +302.2% | +351.7% | -49.5% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling