+11.2%
AEP vs MDLN
-2.7%
+13.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +0.9% | -6.2% | +7.1% | +1.1% |
| 30D | +1.5% | +0.7% | +0.8% | +1.5% |
| 3M | -1.7% | -5.4% | +3.8% | -1.1% |
| 6M | -4.0% | -21.6% | +17.5% | -2.8% |
| YTD | +10.6% | -18.9% | +29.5% | +12.2% |
| All | +11.2% | -2.7% | +13.9% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling