+211.3%
MCD vs AEP
+191.0%
+20.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.3% |
| 7D | +5.9% | -1.5% | +7.5% | +6.5% |
| 30D | +19.6% | +4.5% | +15.1% | +17.7% |
| 3M | +3.3% | +2.8% | +0.4% | +2.1% |
| 6M | +3.5% | -0.7% | +4.1% | +3.4% |
| YTD | -6.1% | +13.8% | -20.0% | -10.8% |
| 1Y | -3.7% | +9.0% | -12.6% | -7.1% |
| 3Y | +13.4% | +83.0% | -69.6% | -10.5% |
| 5Y | +25.2% | +83.3% | -58.1% | -2.5% |
| 10Y | +211.3% | +194.6% | +16.7% | +121.6% |
| All | +211.3% | +191.0% | +20.3% | +121.6% |
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