+196.5%
MCD vs AEP
+207.2%
-10.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -1.9% | +0.7% | -2.7% | -2.2% |
| 30D | +16.6% | +4.8% | +11.8% | +14.6% |
| 3M | +0.9% | +5.4% | -4.4% | -1.0% |
| 6M | +1.5% | +0.4% | +1.1% | +1.0% |
| YTD | -8.3% | +15.5% | -23.8% | -13.4% |
| 1Y | -8.1% | +8.5% | -16.7% | -11.3% |
| 3Y | +10.3% | +84.6% | -74.3% | -13.3% |
| 5Y | +23.4% | +86.9% | -63.5% | -4.8% |
| All | +196.5% | +207.2% | -10.7% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling