+137.2%
AEP vs MDB
+906.0%
-768.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | -1.6% | -1.0% | -0.5% | -1.6% |
| 30D | +4.1% | -14.0% | +18.1% | +4.2% |
| 3M | +4.1% | -20.3% | +24.4% | +4.2% |
| 6M | -1.0% | +10.9% | -11.9% | -1.4% |
| YTD | +13.4% | -20.9% | +34.3% | +13.5% |
| 1Y | +6.7% | -11.2% | +17.9% | +6.5% |
| 3Y | +81.3% | -11.9% | +93.2% | +80.0% |
| 5Y | +80.1% | -40.2% | +120.3% | +77.3% |
| All | +137.2% | +906.0% | -768.8% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling