+1,491.7%
AEP vs MDY
+2,644.5%
-1,152.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +2.0% | +1.0% | +1.0% | +1.6% |
| 30D | +0.5% | -3.1% | +3.6% | +1.8% |
| 3M | -0.3% | +1.8% | -2.1% | -1.2% |
| 6M | -3.5% | +10.8% | -14.3% | -7.8% |
| YTD | +11.3% | +14.4% | -3.2% | +4.6% |
| 1Y | +20.2% | +15.2% | +5.0% | +12.5% |
| 3Y | +79.8% | +51.2% | +28.6% | +46.9% |
| 5Y | +65.6% | +47.2% | +18.3% | +34.9% |
| 10Y | +169.3% | +171.1% | -1.8% | +59.7% |
| All | +1,491.7% | +2,644.5% | -1,152.8% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling