+66.4%
AEP vs MKC
-33.9%
+100.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -1.0% | -2.8% | +1.8% | -0.2% |
| 30D | -0.1% | -3.4% | +3.3% | +0.8% |
| 3M | -3.2% | +3.8% | -7.0% | -4.7% |
| 6M | -5.3% | -17.9% | +12.6% | 0.0% |
| YTD | +9.5% | -23.6% | +33.2% | +17.9% |
| 1Y | +17.5% | -23.1% | +40.6% | +25.8% |
| 3Y | +77.0% | -31.5% | +108.5% | +95.6% |
| 5Y | +66.4% | -33.1% | +99.5% | +75.2% |
| All | +66.4% | -33.9% | +100.3% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling