+345.8%
XEL vs ARMK
+328.3%
+17.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.4% | +2.7% | -0.2% | +2.1% |
| 30D | +8.3% | -1.5% | +9.8% | +8.3% |
| 3M | +4.2% | -11.6% | +15.7% | +5.5% |
| 6M | +3.7% | +6.7% | -3.0% | +2.7% |
| YTD | +13.1% | +47.4% | -34.4% | +7.4% |
| 1Y | +5.0% | +41.5% | -36.5% | +0.2% |
| 3Y | +55.0% | +95.5% | -40.6% | +41.2% |
| 5Y | +51.8% | +108.4% | -56.6% | +36.1% |
| 10Y | +185.6% | +132.3% | +53.3% | +153.3% |
| All | +345.8% | +328.3% | +17.6% | +275.0% |
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