+224.4%
MRK vs AEE
+191.1%
+33.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | +8.3% | -2.9% | +11.2% | +9.3% |
| 3M | +20.0% | -2.4% | +22.5% | +21.0% |
| 6M | +25.7% | -2.7% | +28.4% | +26.7% |
| YTD | +38.7% | +7.3% | +31.5% | +35.4% |
| 1Y | +74.7% | +7.5% | +67.1% | +70.3% |
| 3Y | +45.4% | +46.2% | -0.8% | +26.9% |
| 5Y | +129.0% | +39.7% | +89.3% | +100.8% |
| All | +224.4% | +191.1% | +33.3% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling