-24.1%
MKC vs AEIS
+81.9%
-106.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +1.0% |
| 7D | -1.5% | +2.3% | -3.7% | -1.2% |
| 30D | -3.1% | -14.8% | +11.7% | -4.6% |
| 3M | +5.2% | -15.6% | +20.8% | +3.8% |
| 6M | -12.8% | -8.7% | -4.1% | -12.7% |
| YTD | -23.3% | +37.3% | -60.6% | -20.2% |
| 1Y | -24.1% | +80.3% | -104.4% | -20.3% |
| All | -24.1% | +81.9% | -106.0% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling