+78.2%
AEP vs MAS
+61.2%
+17.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.5% |
| 7D | -2.0% | +4.6% | -6.5% | -2.5% |
| 30D | +4.2% | +19.9% | -15.7% | +2.0% |
| 3M | +1.0% | +8.9% | -7.9% | -0.1% |
| 6M | -6.1% | +20.2% | -26.3% | -8.2% |
| YTD | +12.5% | +33.9% | -21.4% | +8.5% |
| 1Y | +9.1% | +34.7% | -25.5% | +5.3% |
| All | +78.2% | +61.2% | +17.0% | +55.9% |
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