+287.7%
ARMK vs AEIS
+945.9%
-658.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.3% | -7.1% | +1.1% |
| 7D | +0.9% | +1.0% | 0.0% | +0.2% |
| 30D | -0.4% | -24.0% | +23.7% | +6.5% |
| 3M | -2.0% | -32.5% | +30.5% | +7.4% |
| 6M | +22.0% | -38.6% | +60.5% | +33.5% |
| YTD | +49.6% | +4.8% | +44.8% | +36.4% |
| 1Y | +46.4% | +1.3% | +45.0% | +34.4% |
| 3Y | +103.2% | +159.2% | -56.0% | +30.5% |
| 5Y | +108.1% | +140.8% | -32.7% | +33.4% |
| 10Y | +129.4% | +349.8% | -220.4% | +12.2% |
| All | +287.7% | +945.9% | -658.1% | +77.1% |
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