+2,231.7%
AEP vs MKC
+3,364.7%
-1,133.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | +2.0% | -4.3% | +6.4% | +3.1% |
| 30D | +0.5% | -2.0% | +2.5% | +0.9% |
| 3M | -0.3% | +10.0% | -10.3% | -3.0% |
| 6M | -3.5% | -18.5% | +15.1% | +1.0% |
| YTD | +11.3% | -22.4% | +33.7% | +17.6% |
| 1Y | +20.2% | -23.6% | +43.9% | +27.2% |
| 3Y | +79.8% | -30.4% | +110.2% | +93.1% |
| 5Y | +65.6% | -34.2% | +99.8% | +79.1% |
| 10Y | +169.3% | +26.8% | +142.5% | +148.1% |
| All | +2,231.7% | +3,364.7% | -1,133.0% | +1,226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling