-33.1%
MKC vs AEIS
+219.6%
-252.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.4% | -16.4% | +13.0% | -3.4% |
| 3M | +3.8% | -11.1% | +14.9% | +3.4% |
| 6M | -17.9% | -12.0% | -5.9% | -18.4% |
| YTD | -23.6% | +30.9% | -54.5% | -25.6% |
| 1Y | -23.1% | +74.3% | -97.4% | -26.6% |
| 3Y | -31.5% | +165.2% | -196.7% | -37.7% |
| 5Y | -33.1% | +220.0% | -253.1% | -41.7% |
| All | -33.1% | +219.6% | -252.6% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling