-33.1%
MKC vs AEE
+38.5%
-71.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -3.4% | -2.0% | -1.4% | -2.4% |
| 3M | +3.8% | -2.8% | +6.6% | +5.2% |
| 6M | -17.9% | -3.6% | -14.4% | -16.6% |
| YTD | -23.6% | +7.3% | -30.9% | -26.5% |
| 1Y | -23.1% | +8.7% | -31.8% | -26.6% |
| 3Y | -31.5% | +46.0% | -77.5% | -43.7% |
| 5Y | -33.1% | +39.8% | -72.9% | -44.7% |
| All | -33.1% | +38.5% | -71.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling