+10.0%
AEP vs MDLN
-7.1%
+17.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.9% | -11.1% | +10.2% | -0.5% |
| 30D | -1.1% | -8.4% | +7.3% | -0.7% |
| 3M | -3.3% | -12.4% | +9.1% | -2.5% |
| 6M | -4.6% | -23.3% | +18.6% | -3.1% |
| YTD | +9.4% | -22.5% | +32.0% | +11.1% |
| All | +10.0% | -7.1% | +17.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling