+302.2%
ARMK vs AEIS
+1,239.6%
-937.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.5% |
| 7D | -2.4% | +3.0% | -5.4% | -3.2% |
| 30D | 0.0% | -14.6% | +14.7% | +4.1% |
| 3M | +6.7% | -12.4% | +19.1% | +7.6% |
| 6M | +38.8% | -15.0% | +53.8% | +38.8% |
| YTD | +55.2% | +34.3% | +20.9% | +33.9% |
| 1Y | +46.6% | +87.4% | -40.8% | +12.4% |
| 3Y | +112.9% | +139.8% | -26.9% | +43.8% |
| 5Y | +144.0% | +220.7% | -76.8% | +45.7% |
| 10Y | +132.4% | +531.6% | -399.2% | +6.1% |
| All | +302.2% | +1,239.6% | -937.5% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling