+65.1%
AEP vs MDB
-24.3%
+89.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.9% | -4.5% | +5.4% | +0.9% |
| 30D | +1.5% | -14.0% | +15.5% | +1.4% |
| 3M | -1.7% | +5.3% | -7.0% | -1.6% |
| 6M | -4.0% | +31.9% | -35.9% | -3.9% |
| YTD | +10.6% | -14.6% | +25.2% | +10.8% |
| 1Y | +18.6% | +8.2% | +10.4% | +18.7% |
| 3Y | +78.7% | -5.0% | +83.7% | +79.0% |
| 5Y | +65.1% | -24.5% | +89.6% | +59.8% |
| All | +65.1% | -24.3% | +89.4% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling