+15.3%
AEP vs MDLN
+15.3%
0.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.4% | -18.8% | -0.9% |
| 7D | +0.8% | +24.7% | -23.8% | +0.3% |
| 30D | +7.9% | +12.7% | -4.8% | +7.7% |
| 3M | +1.5% | -4.0% | +5.5% | +1.9% |
| 6M | -2.6% | -8.7% | +6.1% | -1.9% |
| YTD | +14.7% | -3.9% | +18.6% | +15.8% |
| All | +15.3% | +15.3% | 0.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling