+78.6%
AEP vs MAGS
+126.5%
-48.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.9% | +0.8% | +0.1% | +1.0% |
| 30D | +1.5% | +0.4% | +1.1% | +1.5% |
| 3M | -1.7% | +5.6% | -7.2% | -1.0% |
| 6M | -4.0% | +12.3% | -16.4% | -2.9% |
| YTD | +10.6% | +5.1% | +5.5% | +11.3% |
| 1Y | +18.6% | +14.0% | +4.7% | +20.4% |
| All | +78.6% | +126.5% | -48.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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