+10.8%
AEP vs MKSI
+40.1%
-29.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.5% |
| 7D | +0.8% | -10.7% | +11.5% | +0.8% |
| 30D | +7.9% | -30.5% | +38.4% | +8.3% |
| 3M | +1.5% | -39.2% | +40.6% | +1.9% |
| 6M | -2.6% | -33.0% | +30.4% | -3.3% |
| YTD | +14.7% | +22.3% | -7.7% | +11.2% |
| 1Y | +10.8% | +42.7% | -31.9% | +6.6% |
| All | +10.8% | +40.1% | -29.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling