+1,362.5%
MRK vs AEIS
+2,641.0%
-1,278.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.4% |
| 7D | -0.9% | +8.1% | -9.1% | -1.5% |
| 30D | +15.5% | -11.1% | +26.6% | +16.3% |
| 3M | +25.1% | -5.6% | +30.8% | +24.7% |
| 6M | +30.1% | -0.6% | +30.7% | +28.7% |
| YTD | +43.1% | +38.0% | +5.1% | +37.8% |
| 1Y | +82.5% | +87.2% | -4.8% | +71.2% |
| 3Y | +49.3% | +179.7% | -130.4% | +34.1% |
| 5Y | +130.3% | +241.7% | -111.5% | +101.2% |
| 10Y | +234.3% | +547.2% | -312.8% | +168.6% |
| All | +1,362.5% | +2,641.0% | -1,278.6% | +841.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling