+32.2%
EIX vs ARMK
+131.1%
-98.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +8.8% | -0.4% | +9.1% | +8.6% |
| 3M | -10.9% | -2.0% | -8.9% | -10.5% |
| 6M | -10.3% | +22.0% | -32.2% | -14.8% |
| YTD | +5.8% | +49.6% | -43.8% | -4.7% |
| 1Y | +11.4% | +46.4% | -35.0% | +0.8% |
| 3Y | +11.1% | +103.2% | -92.2% | -8.5% |
| 5Y | +18.5% | +108.1% | -89.6% | -4.6% |
| 10Y | +32.2% | +129.4% | -97.2% | +1.5% |
| All | +32.2% | +131.1% | -98.9% | +1.5% |
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