+82.5%
AEP vs MAS
+29.0%
+53.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | +1.8% | -0.8% | +2.5% | +1.9% |
| 30D | -0.8% | -5.6% | +4.8% | -0.2% |
| 3M | -1.8% | +4.4% | -6.3% | -2.4% |
| 6M | -5.4% | +7.2% | -12.6% | -6.3% |
| YTD | +10.4% | +16.1% | -5.7% | +8.2% |
| 1Y | +18.2% | +0.1% | +18.1% | +17.7% |
| All | +82.5% | +29.0% | +53.5% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling