+149.1%
ARMK vs AEIS
+228.8%
-79.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.8% |
| 7D | +1.7% | +8.1% | -6.4% | -0.1% |
| 30D | +3.1% | -11.1% | +14.3% | +5.5% |
| 3M | +9.2% | -5.6% | +14.9% | +8.2% |
| 6M | +43.7% | -0.6% | +44.3% | +37.8% |
| YTD | +57.4% | +38.0% | +19.3% | +36.2% |
| 1Y | +51.9% | +87.2% | -35.4% | +18.0% |
| 3Y | +125.4% | +179.7% | -54.3% | +45.4% |
| 5Y | +149.1% | +241.7% | -92.7% | +40.9% |
| All | +149.1% | +228.8% | -79.7% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling