+170.5%
AEP vs MCK
+442.8%
-272.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -2.9% | +2.0% | -0.4% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | -3.3% | +12.1% | -15.4% | -5.7% |
| 6M | -4.6% | -5.4% | +0.8% | -3.9% |
| YTD | +9.4% | +7.8% | +1.6% | +7.0% |
| 1Y | +16.9% | +22.9% | -6.0% | +11.2% |
| 3Y | +76.6% | +110.7% | -34.1% | +49.2% |
| 5Y | +66.2% | +346.2% | -280.0% | +20.0% |
| All | +170.5% | +442.8% | -272.3% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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