+170.5%
AEP vs MDY
+177.2%
-6.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -0.9% | -1.9% | +0.9% | -0.3% |
| 30D | -1.1% | -4.6% | +3.6% | +0.5% |
| 3M | -3.3% | -1.2% | -2.0% | -2.9% |
| 6M | -4.6% | +9.2% | -13.8% | -7.7% |
| YTD | +9.4% | +13.1% | -3.6% | +4.5% |
| 1Y | +16.9% | +13.0% | +3.9% | +11.5% |
| 3Y | +76.6% | +49.2% | +27.4% | +49.2% |
| 5Y | +66.2% | +47.2% | +18.9% | +39.1% |
| All | +170.5% | +177.2% | -6.7% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling