+339.0%
MCK vs AEIS
+232.6%
+106.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.9% | +0.2% |
| 7D | -2.9% | +2.3% | -5.2% | -2.9% |
| 30D | +0.4% | -14.8% | +15.2% | +0.2% |
| 3M | +12.1% | -15.6% | +27.7% | +12.1% |
| 6M | -5.4% | -8.7% | +3.3% | -5.6% |
| YTD | +7.8% | +37.3% | -29.5% | +7.2% |
| 1Y | +22.9% | +80.3% | -57.4% | +22.3% |
| 3Y | +110.7% | +177.9% | -67.2% | +107.6% |
| All | +339.0% | +232.6% | +106.4% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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