+2,214.6%
AEP vs MAS
+1,430.5%
+784.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | +1.8% | -0.8% | +2.5% | +1.9% |
| 30D | -0.8% | -5.6% | +4.8% | +0.1% |
| 3M | -1.8% | +4.4% | -6.3% | -2.8% |
| 6M | -5.4% | +7.2% | -12.6% | -7.0% |
| YTD | +10.4% | +16.1% | -5.7% | +6.9% |
| 1Y | +18.2% | +0.1% | +18.1% | +17.0% |
| 3Y | +79.0% | +28.3% | +50.7% | +67.8% |
| 5Y | +64.8% | +30.5% | +34.4% | +52.3% |
| 10Y | +170.8% | +139.1% | +31.7% | +121.3% |
| All | +2,214.6% | +1,430.5% | +784.2% | +1,179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling