+749.8%
AEP vs MAR
+2,498.9%
-1,749.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.8% | -4.2% | +5.9% | +2.5% |
| 30D | -0.8% | -6.7% | +5.9% | +0.3% |
| 3M | -1.8% | -12.5% | +10.7% | +0.2% |
| 6M | -5.4% | +0.6% | -5.9% | -5.8% |
| YTD | +10.4% | +9.1% | +1.3% | +8.3% |
| 1Y | +18.2% | +26.2% | -8.1% | +12.7% |
| 3Y | +79.0% | +68.2% | +10.8% | +60.2% |
| 5Y | +64.8% | +163.9% | -99.1% | +33.5% |
| 10Y | +170.8% | +420.6% | -249.7% | +78.1% |
| All | +749.8% | +2,498.9% | -1,749.1% | +252.0% |
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