+17.9%
EIX vs ARMK
+96.3%
-78.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -6.9% | -3.6% |
| 7D | +1.0% | -2.6% | +3.6% | +1.6% |
| 30D | +9.1% | -5.2% | +14.3% | +10.4% |
| 3M | -10.2% | -6.5% | -3.7% | -8.7% |
| 6M | -11.2% | +15.3% | -26.5% | -14.5% |
| YTD | +4.5% | +43.6% | -39.1% | -5.3% |
| 1Y | +10.9% | +42.1% | -31.2% | +0.8% |
| 3Y | +8.4% | +94.0% | -85.6% | -10.6% |
| All | +17.9% | +96.3% | -78.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling