+170.8%
AEP vs MET
+248.0%
-77.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | -3.2% | +13.1% | -16.3% | -5.7% |
| 6M | -5.3% | +39.0% | -44.3% | -11.5% |
| YTD | +9.5% | +25.2% | -15.7% | +4.3% |
| 1Y | +17.5% | +25.6% | -8.1% | +11.6% |
| 3Y | +77.0% | +67.1% | +9.9% | +55.7% |
| 5Y | +66.4% | +85.1% | -18.7% | +41.7% |
| All | +170.8% | +248.0% | -77.2% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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