+184.0%
AEP vs MAS
+213.7%
-29.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | -2.8% | +2.0% | -4.8% | -3.3% |
| 30D | +3.6% | +19.4% | -15.7% | -0.2% |
| 3M | +1.8% | +9.4% | -7.6% | -0.3% |
| 6M | -3.1% | +15.3% | -18.4% | -6.4% |
| YTD | +12.2% | +31.3% | -19.1% | +4.9% |
| 1Y | +9.1% | +34.9% | -25.7% | +1.3% |
| 3Y | +77.9% | +58.6% | +19.3% | +55.4% |
| 5Y | +78.1% | +40.7% | +37.4% | +57.0% |
| All | +184.0% | +213.7% | -29.7% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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