+6,475.2%
MCD vs AEP
+2,261.3%
+4,213.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | -2.8% | +10.0% | +8.1% |
| 30D | +19.8% | +3.6% | +16.1% | +18.4% |
| 3M | +0.8% | +1.8% | -1.0% | +0.2% |
| 6M | -1.3% | -3.1% | +1.8% | -0.6% |
| YTD | -7.8% | +12.2% | -20.0% | -11.2% |
| 1Y | -5.0% | +9.1% | -14.1% | -7.8% |
| 3Y | +10.5% | +77.9% | -67.4% | -8.2% |
| 5Y | +22.0% | +78.1% | -56.1% | +0.4% |
| 10Y | +216.7% | +187.8% | +28.9% | +123.3% |
| All | +6,475.2% | +2,261.3% | +4,213.9% | +1,762.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling