+27.4%
MKC vs AEE
+191.1%
-163.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | -3.1% | -2.9% | -0.2% | -1.7% |
| 3M | +5.2% | -2.4% | +7.6% | +6.4% |
| 6M | -12.8% | -2.7% | -10.1% | -11.9% |
| YTD | -23.3% | +7.3% | -30.6% | -26.2% |
| 1Y | -24.1% | +7.5% | -31.7% | -27.2% |
| 3Y | -32.1% | +46.2% | -78.3% | -44.9% |
| 5Y | -32.8% | +39.7% | -72.5% | -44.6% |
| All | +27.4% | +191.1% | -163.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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