+203.2%
AEP vs MLM
+149.0%
+54.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -0.8% | -2.9% | +2.1% | -0.4% |
| 30D | +4.9% | +10.4% | -5.5% | +3.2% |
| 3M | +4.9% | -3.7% | +8.6% | +5.4% |
| 6M | -0.3% | -10.3% | +10.0% | +1.1% |
| YTD | +14.3% | -14.8% | +29.1% | +16.6% |
| 1Y | +7.5% | -13.9% | +21.4% | +9.5% |
| 3Y | +82.6% | +18.4% | +64.3% | +74.5% |
| 5Y | +81.5% | +31.8% | +49.7% | +67.7% |
| 10Y | +203.2% | +143.4% | +59.8% | +144.1% |
| All | +203.2% | +149.0% | +54.2% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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