-31.9%
MKC vs AEIS
+172.0%
-203.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -4.3% | +6.5% | -10.8% | -4.1% |
| 30D | -3.1% | -9.2% | +6.1% | -3.4% |
| 3M | +6.8% | -8.3% | +15.2% | +6.4% |
| 6M | -18.3% | -6.3% | -12.0% | -18.7% |
| YTD | -23.1% | +36.5% | -59.6% | -24.1% |
| 1Y | -23.7% | +84.8% | -108.4% | -25.9% |
| All | -31.9% | +172.0% | -203.9% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling