+147.5%
XEL vs ARMK
+138.5%
+9.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | -2.9% | -5.9% | +3.1% | -2.2% |
| 3M | -2.7% | +6.7% | -9.4% | -3.5% |
| 6M | -6.5% | +42.5% | -49.1% | -10.6% |
| YTD | +3.6% | +55.1% | -51.5% | -2.0% |
| 1Y | +7.5% | +50.3% | -42.8% | +1.9% |
| 3Y | +46.3% | +122.2% | -75.9% | +31.5% |
| 5Y | +30.5% | +155.2% | -124.6% | +14.6% |
| All | +147.5% | +138.5% | +9.0% | +125.3% |
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