+74.7%
MRK vs AEIS
+81.9%
-7.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -0.5% |
| 7D | -4.3% | +2.3% | -6.5% | -4.2% |
| 30D | +8.3% | -14.8% | +23.1% | +8.3% |
| 3M | +20.0% | -15.6% | +35.6% | +19.8% |
| 6M | +25.7% | -8.7% | +34.4% | +24.0% |
| YTD | +38.7% | +37.3% | +1.4% | +33.5% |
| 1Y | +74.7% | +80.3% | -5.7% | +52.3% |
| All | +74.7% | +81.9% | -7.2% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling