+78.6%
AEP vs MKC
-31.2%
+109.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.9% | -4.3% | +5.2% | +1.9% |
| 30D | +1.5% | -3.1% | +4.6% | +2.1% |
| 3M | -1.7% | +6.8% | -8.5% | -3.5% |
| 6M | -4.0% | -18.3% | +14.3% | +0.2% |
| YTD | +10.6% | -23.1% | +33.7% | +17.0% |
| 1Y | +18.6% | -23.7% | +42.3% | +25.6% |
| All | +78.6% | -31.2% | +109.7% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling