+121.7%
EIX vs ARMK
+330.5%
-208.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.0% |
| 30D | +8.9% | -1.3% | +10.2% | +9.0% |
| 3M | -9.8% | -2.5% | -7.3% | -9.3% |
| 6M | -10.2% | +20.8% | -31.0% | -14.4% |
| YTD | +5.9% | +48.2% | -42.2% | -4.0% |
| 1Y | +10.9% | +45.7% | -34.8% | +0.8% |
| 3Y | +10.2% | +96.6% | -86.3% | -7.9% |
| 5Y | +17.0% | +106.6% | -89.5% | -4.8% |
| 10Y | +35.1% | +132.6% | -97.5% | +2.6% |
| All | +121.7% | +330.5% | -208.8% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling