+67.2%
AEP vs MCO
+28.6%
+38.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-11 to 2026-09-11.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -0.9% | -3.8% | +2.8% | -0.3% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | -3.3% | +7.7% | -11.0% | -4.8% |
| 6M | -4.6% | +7.0% | -11.6% | -6.2% |
| YTD | +9.4% | -6.4% | +15.8% | +10.2% |
| 1Y | +16.9% | -7.6% | +24.6% | +18.0% |
| 3Y | +76.6% | +43.2% | +33.4% | +56.3% |
| All | +67.2% | +28.6% | +38.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 2021-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded MCO 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…
2021-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling