+1,562.0%
MKC vs AEIS
+2,566.8%
-1,004.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | -5.9% | +3.0% | -8.8% | -6.0% |
| 30D | -0.9% | -14.6% | +13.8% | -0.2% |
| 3M | +12.7% | -12.4% | +25.2% | +12.8% |
| 6M | -19.3% | -15.0% | -4.3% | -19.4% |
| YTD | -22.2% | +34.3% | -56.4% | -24.2% |
| 1Y | -23.3% | +87.4% | -110.7% | -26.9% |
| 3Y | -30.0% | +139.8% | -169.8% | -34.8% |
| 5Y | -33.8% | +220.7% | -254.5% | -39.7% |
| 10Y | +24.4% | +531.6% | -507.2% | +6.6% |
| All | +1,562.0% | +2,566.8% | -1,004.8% | +1,126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling