+17.6%
EIX vs ARMK
+131.8%
-114.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -19.1% | -2.4% | -16.7% | -18.4% |
| 30D | -16.9% | 0.0% | -16.9% | -16.8% |
| 3M | -20.0% | +6.7% | -26.7% | -21.1% |
| 6M | -21.3% | +38.8% | -60.1% | -27.5% |
| YTD | -1.7% | +55.2% | -56.9% | -12.1% |
| 1Y | +9.6% | +46.6% | -37.0% | -0.7% |
| 3Y | -3.7% | +112.9% | -116.6% | -21.6% |
| 5Y | +22.6% | +144.0% | -121.4% | -5.2% |
| All | +17.6% | +131.8% | -114.2% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling