+788.7%
AEP vs MAR
+3,214.7%
-2,426.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | +4.8% | +16.2% | -11.4% | +2.1% |
| 3M | +5.4% | +23.1% | -17.7% | +1.6% |
| 6M | +0.4% | +22.0% | -21.6% | -3.3% |
| YTD | +15.5% | +39.2% | -23.7% | +8.5% |
| 1Y | +8.5% | +48.3% | -39.7% | +0.8% |
| 3Y | +84.6% | +123.4% | -38.8% | +57.5% |
| 5Y | +86.9% | +185.4% | -98.5% | +49.9% |
| 10Y | +205.1% | +539.2% | -334.0% | +94.0% |
| All | +788.7% | +3,214.7% | -2,426.0% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling