+147.4%
AEP vs MGY
+210.8%
-63.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +0.9% | +1.5% | -0.6% | +0.8% |
| 30D | +1.5% | +6.8% | -5.4% | +1.1% |
| 3M | -1.7% | +2.6% | -4.3% | -1.9% |
| 6M | -4.0% | -3.1% | -0.9% | -4.0% |
| YTD | +10.6% | +29.4% | -18.8% | +8.8% |
| 1Y | +18.6% | +22.3% | -3.7% | +17.0% |
| 3Y | +78.7% | +26.6% | +52.1% | +74.6% |
| 5Y | +65.1% | +92.1% | -27.0% | +56.4% |
| All | +147.4% | +210.8% | -63.5% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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