+170.5%
AEP vs MRSH
+218.8%
-48.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.9% | -4.8% | +3.8% | +0.8% |
| 30D | -1.1% | -6.3% | +5.3% | +1.2% |
| 3M | -3.3% | +5.8% | -9.1% | -5.8% |
| 6M | -4.6% | +2.8% | -7.4% | -6.5% |
| YTD | +9.4% | -3.1% | +12.5% | +9.3% |
| 1Y | +16.9% | -11.3% | +28.2% | +20.6% |
| 3Y | +76.6% | -5.0% | +81.6% | +76.1% |
| 5Y | +66.2% | +19.2% | +47.0% | +49.5% |
| All | +170.5% | +218.8% | -48.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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