+923.0%
AEP vs MKSI
+2,229.0%
-1,306.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +0.9% | +6.6% | -5.7% | +0.3% |
| 30D | +1.5% | -8.2% | +9.7% | +2.1% |
| 3M | -1.7% | -16.4% | +14.7% | -0.9% |
| 6M | -4.0% | +23.0% | -27.0% | -6.8% |
| YTD | +10.6% | +68.2% | -57.6% | +4.2% |
| 1Y | +18.6% | +148.6% | -129.9% | +7.4% |
| 3Y | +78.7% | +196.0% | -117.3% | +54.3% |
| 5Y | +65.1% | +87.4% | -22.3% | +46.1% |
| 10Y | +177.7% | +523.8% | -346.1% | +107.5% |
| All | +923.0% | +2,229.0% | -1,306.0% | +551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling