+310.4%
XEL vs ARMK
+350.8%
-40.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | -2.4% | +1.5% | -0.7% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | -1.9% | +6.7% | -8.6% | -2.7% |
| 6M | -7.4% | +38.8% | -46.3% | -11.2% |
| YTD | +4.1% | +55.2% | -51.1% | -1.6% |
| 1Y | +8.0% | +46.6% | -38.6% | +2.8% |
| 3Y | +48.4% | +112.9% | -64.5% | +34.0% |
| 5Y | +27.2% | +144.0% | -116.7% | +12.2% |
| 10Y | +146.8% | +132.4% | +14.4% | +119.3% |
| All | +310.4% | +350.8% | -40.5% | +243.5% |
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