+139.0%
AEP vs MDB
+906.0%
-767.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.4% |
| 7D | -0.8% | -1.0% | +0.2% | -0.8% |
| 30D | +4.9% | -14.0% | +18.9% | +5.0% |
| 3M | +4.9% | -20.3% | +25.2% | +5.0% |
| 6M | -0.3% | +10.9% | -11.1% | -0.6% |
| YTD | +14.3% | -20.9% | +35.2% | +14.3% |
| 1Y | +7.5% | -11.2% | +18.7% | +7.3% |
| 3Y | +82.6% | -11.9% | +94.6% | +81.4% |
| 5Y | +81.5% | -40.2% | +121.6% | +78.7% |
| All | +139.0% | +906.0% | -767.0% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling