+3,763.3%
MRK vs AEP
+2,240.6%
+1,522.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.5% |
| 7D | -0.9% | +2.0% | -2.9% | -1.7% |
| 30D | +15.5% | +0.5% | +14.9% | +15.1% |
| 3M | +25.1% | -0.3% | +25.4% | +25.2% |
| 6M | +30.1% | -3.5% | +33.6% | +31.6% |
| YTD | +43.1% | +11.3% | +31.8% | +37.3% |
| 1Y | +82.5% | +20.2% | +62.2% | +69.7% |
| 3Y | +49.3% | +79.8% | -30.5% | +18.2% |
| 5Y | +130.3% | +65.6% | +64.7% | +85.7% |
| 10Y | +234.3% | +169.3% | +65.1% | +117.9% |
| All | +3,763.3% | +2,240.6% | +1,522.8% | +780.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling