+34.3%
EIX vs ARMK
+130.7%
-96.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -2.5% | +2.8% | -5.3% | -3.3% |
| 30D | +7.7% | -1.8% | +9.5% | +7.9% |
| 3M | -12.9% | -10.9% | -2.0% | -10.4% |
| 6M | -12.7% | +21.2% | -33.9% | -16.9% |
| YTD | +5.5% | +47.0% | -41.6% | -4.6% |
| 1Y | +9.4% | +42.9% | -33.5% | -0.4% |
| 3Y | +9.7% | +95.0% | -85.3% | -8.7% |
| 5Y | +16.9% | +106.2% | -89.3% | -5.6% |
| 10Y | +34.3% | +131.6% | -97.3% | +3.7% |
| All | +34.3% | +130.7% | -96.4% | +3.7% |
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