+49.0%
MRK vs AEIS
+172.0%
-123.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -2.7% | +6.5% | -9.2% | -2.8% |
| 30D | +12.7% | -9.2% | +21.9% | +12.8% |
| 3M | +24.2% | -8.3% | +32.6% | +23.7% |
| 6M | +27.8% | -6.3% | +34.2% | +26.7% |
| YTD | +42.2% | +36.5% | +5.7% | +38.1% |
| 1Y | +80.2% | +84.8% | -4.6% | +71.7% |
| All | +49.0% | +172.0% | -123.0% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling