+65.1%
AEP vs MAR
+158.8%
-93.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +1.5% | -4.7% | +6.2% | +1.8% |
| 3M | -1.7% | -15.6% | +13.9% | -0.6% |
| 6M | -4.0% | +1.2% | -5.3% | -4.3% |
| YTD | +10.6% | +7.5% | +3.1% | +9.8% |
| 1Y | +18.6% | +26.6% | -8.0% | +16.3% |
| 3Y | +78.7% | +66.0% | +12.7% | +69.0% |
| 5Y | +65.1% | +154.1% | -89.0% | +49.6% |
| All | +65.1% | +158.8% | -93.7% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling