+7.8%
EIX vs ARMK
+49.9%
-42.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -18.8% | -5.9% | -12.9% | -17.4% |
| 3M | -19.7% | +6.7% | -26.4% | -20.2% |
| 6M | -18.2% | +42.5% | -60.8% | -23.9% |
| YTD | -1.7% | +55.1% | -56.9% | -12.3% |
| 1Y | +7.8% | +50.3% | -42.6% | -2.7% |
| All | +7.8% | +49.9% | -42.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ARMK 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling