+1,117.0%
AEP vs MET
+1,300.1%
-183.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.6% |
| 30D | -0.8% | +1.4% | -2.2% | -1.1% |
| 3M | -1.8% | +17.7% | -19.5% | -5.0% |
| 6M | -5.4% | +35.0% | -40.4% | -10.9% |
| YTD | +10.4% | +26.3% | -15.8% | +5.1% |
| 1Y | +18.2% | +22.8% | -4.7% | +12.9% |
| 3Y | +79.0% | +65.9% | +13.0% | +59.2% |
| 5Y | +64.8% | +85.4% | -20.5% | +41.9% |
| 10Y | +170.8% | +253.7% | -82.9% | +95.6% |
| All | +1,117.0% | +1,300.1% | -183.1% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling