+224.4%
MRK vs AEP
+174.9%
+49.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.3% | -0.9% | -3.3% | -3.9% |
| 30D | +8.3% | -1.1% | +9.3% | +8.6% |
| 3M | +20.0% | -3.3% | +23.3% | +21.4% |
| 6M | +25.7% | -4.6% | +30.3% | +27.6% |
| YTD | +38.7% | +9.4% | +29.3% | +34.4% |
| 1Y | +74.7% | +16.9% | +57.7% | +65.2% |
| 3Y | +45.4% | +76.6% | -31.3% | +18.4% |
| 5Y | +129.0% | +66.2% | +62.8% | +88.6% |
| All | +224.4% | +174.9% | +49.5% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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