+170.5%
AEP vs MKC
+29.9%
+140.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.9% | -1.5% | +0.5% | -0.4% |
| 30D | -1.1% | -3.1% | +2.1% | -0.1% |
| 3M | -3.3% | +5.2% | -8.5% | -5.5% |
| 6M | -4.6% | -12.8% | +8.2% | -0.7% |
| YTD | +9.4% | -23.3% | +32.7% | +19.0% |
| 1Y | +16.9% | -24.1% | +41.0% | +27.2% |
| 3Y | +76.6% | -32.1% | +108.7% | +97.8% |
| 5Y | +66.2% | -32.8% | +99.0% | +83.7% |
| All | +170.5% | +29.9% | +140.6% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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