+2,302.7%
AEP vs MAS
+1,727.7%
+575.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -1.4% |
| 7D | +0.8% | +14.2% | -13.4% | -1.5% |
| 30D | +7.9% | +26.8% | -18.9% | +3.6% |
| 3M | +1.5% | +13.1% | -11.7% | -0.8% |
| 6M | -2.6% | +27.9% | -30.5% | -7.0% |
| YTD | +14.7% | +38.7% | -24.0% | +7.6% |
| 1Y | +10.8% | +40.4% | -29.6% | +3.6% |
| 3Y | +80.6% | +66.1% | +14.5% | +62.1% |
| 5Y | +84.4% | +47.4% | +37.0% | +66.8% |
| 10Y | +194.0% | +238.3% | -44.4% | +127.0% |
| All | +2,302.7% | +1,727.7% | +575.0% | +1,187.5% |
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