+194.6%
AEP vs MLM
+167.5%
+27.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.0% |
| 7D | -1.5% | -3.8% | +2.3% | -0.9% |
| 30D | +4.5% | +11.0% | -6.5% | +2.7% |
| 3M | +2.8% | -3.1% | +5.9% | +3.2% |
| 6M | -0.7% | -9.8% | +9.1% | +0.7% |
| YTD | +13.8% | -14.4% | +28.2% | +16.0% |
| 1Y | +9.0% | -12.6% | +21.5% | +10.7% |
| 3Y | +83.0% | +19.7% | +63.3% | +74.5% |
| 5Y | +83.3% | +29.8% | +53.5% | +69.9% |
| 10Y | +194.6% | +153.5% | +41.1% | +138.3% |
| All | +194.6% | +167.5% | +27.1% | +138.3% |
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