+30.1%
XEL vs ARMK
+148.1%
-118.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +1.3% | +1.7% | -0.4% | +1.1% |
| 30D | -1.5% | +3.1% | -4.6% | -2.0% |
| 3M | -0.2% | +9.2% | -9.4% | -1.6% |
| 6M | -5.4% | +43.7% | -49.1% | -10.7% |
| YTD | +5.6% | +57.4% | -51.7% | -1.8% |
| 1Y | +10.5% | +51.9% | -41.4% | +3.1% |
| 3Y | +49.2% | +125.4% | -76.2% | +28.7% |
| 5Y | +30.1% | +149.1% | -119.0% | +10.2% |
| All | +30.1% | +148.1% | -118.0% | +10.2% |
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