+211.7%
AEP vs MAR
+529.3%
-317.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.8% |
| 30D | +3.2% | +13.8% | -10.6% | +2.2% |
| 3M | +3.8% | +20.3% | -16.5% | +2.4% |
| 6M | +2.5% | +21.3% | -18.8% | +1.0% |
| YTD | +15.5% | +37.2% | -21.7% | +12.6% |
| 1Y | +9.6% | +48.4% | -38.8% | +6.2% |
| 3Y | +91.2% | +120.1% | -29.0% | +78.5% |
| 5Y | +88.2% | +182.1% | -93.9% | +71.0% |
| All | +211.7% | +529.3% | -317.6% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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