+1,224.5%
MKC vs AEE
+822.6%
+401.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -4.3% | +1.3% | -5.7% | -4.9% |
| 30D | -2.0% | -1.2% | -0.8% | -1.5% |
| 3M | +10.0% | +1.0% | +9.0% | +9.5% |
| 6M | -18.5% | -2.3% | -16.2% | -17.9% |
| YTD | -22.4% | +9.1% | -31.6% | -25.3% |
| 1Y | -23.6% | +10.6% | -34.2% | -27.0% |
| 3Y | -30.4% | +48.5% | -78.9% | -41.5% |
| 5Y | -34.2% | +39.9% | -74.1% | -43.6% |
| 10Y | +26.8% | +185.7% | -158.9% | -18.6% |
| All | +1,224.5% | +822.6% | +401.9% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling