+224.4%
MRK vs AEIS
+562.2%
-337.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -0.9% |
| 7D | -4.3% | +2.3% | -6.5% | -4.4% |
| 30D | +8.3% | -14.8% | +23.1% | +9.4% |
| 3M | +20.0% | -15.6% | +35.6% | +20.7% |
| 6M | +25.7% | -8.7% | +34.4% | +24.8% |
| YTD | +38.7% | +37.3% | +1.4% | +32.3% |
| 1Y | +74.7% | +80.3% | -5.7% | +61.7% |
| 3Y | +45.4% | +177.9% | -132.6% | +26.8% |
| 5Y | +129.0% | +235.8% | -106.8% | +91.7% |
| All | +224.4% | +562.2% | -337.8% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling