-2.6%
AEP vs MAS
+24.1%
-26.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -1.4% |
| 7D | +0.8% | +14.2% | -13.4% | -1.6% |
| 30D | +7.9% | +26.8% | -18.9% | +3.4% |
| 3M | +1.5% | +13.1% | -11.7% | -0.9% |
| 6M | -2.6% | +27.9% | -30.5% | -7.3% |
| All | -2.6% | +24.1% | -26.7% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling