+77.6%
AEP vs MNDY
-53.2%
+130.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.6% |
| 7D | +0.9% | -14.1% | +15.0% | +0.8% |
| 30D | +1.5% | -8.5% | +10.0% | +1.5% |
| 3M | -1.7% | -2.5% | +0.9% | -1.7% |
| 6M | -4.0% | +0.1% | -4.1% | -4.0% |
| YTD | +10.6% | -45.0% | +55.6% | +10.7% |
| 1Y | +18.6% | -58.1% | +76.7% | +18.7% |
| 3Y | +78.7% | -52.6% | +131.3% | +78.2% |
| 5Y | +65.1% | -79.3% | +144.4% | +60.0% |
| All | +77.6% | -53.2% | +130.8% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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