+94.0%
ARMK vs AEIS
+117.1%
-23.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.1% | -1.7% | +3.5% |
| 7D | -2.6% | -11.3% | +8.6% | -1.1% |
| 30D | -5.2% | -32.6% | +27.4% | -0.1% |
| 3M | -6.5% | -39.2% | +32.6% | -0.4% |
| 6M | +15.3% | -45.4% | +60.6% | +23.3% |
| YTD | +43.6% | -5.8% | +49.4% | +37.0% |
| 1Y | +42.1% | -10.0% | +52.0% | +36.5% |
| 3Y | +94.0% | +121.2% | -27.2% | +58.5% |
| All | +94.0% | +117.1% | -23.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling