+674.3%
MRK vs AEE
+822.6%
-148.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.7% |
| 7D | -0.9% | +1.3% | -2.3% | -1.5% |
| 30D | +15.5% | -1.2% | +16.7% | +16.0% |
| 3M | +25.1% | +1.0% | +24.1% | +24.4% |
| 6M | +30.1% | -2.3% | +32.4% | +31.1% |
| YTD | +43.1% | +9.1% | +34.0% | +37.6% |
| 1Y | +82.5% | +10.6% | +71.9% | +74.3% |
| 3Y | +49.3% | +48.5% | +0.8% | +23.9% |
| 5Y | +130.3% | +39.9% | +90.4% | +93.0% |
| 10Y | +234.3% | +185.7% | +48.6% | +92.1% |
| All | +674.3% | +822.6% | -148.4% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling