+67.2%
AEP vs MKSI
+84.1%
-16.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.0% |
| 30D | -1.1% | -12.8% | +11.7% | -0.9% |
| 3M | -3.3% | -22.5% | +19.2% | -3.1% |
| 6M | -4.6% | +19.4% | -24.0% | -5.3% |
| YTD | +9.4% | +67.7% | -58.3% | +7.9% |
| 1Y | +16.9% | +131.4% | -114.5% | +14.6% |
| 3Y | +76.6% | +197.3% | -120.7% | +67.3% |
| All | +67.2% | +84.1% | -16.9% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling