+167.5%
AEP vs MLM
+206.1%
-38.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | -0.8% | -6.8% | +6.0% | +0.2% |
| 3M | -1.8% | -11.2% | +9.4% | -0.2% |
| 6M | -5.4% | -21.8% | +16.5% | -2.0% |
| YTD | +10.4% | -17.0% | +27.4% | +13.2% |
| 1Y | +18.2% | -16.4% | +34.5% | +20.8% |
| 3Y | +79.0% | +14.5% | +64.5% | +72.2% |
| 5Y | +64.8% | +41.7% | +23.1% | +51.2% |
| All | +167.5% | +206.1% | -38.6% | +111.5% |
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