+66.4%
AEP vs MTB
+101.1%
-34.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -0.1% | -4.6% | +4.5% | +0.4% |
| 3M | -3.2% | +7.4% | -10.6% | -4.0% |
| 6M | -5.3% | +18.7% | -24.0% | -7.2% |
| YTD | +9.5% | +21.1% | -11.5% | +6.9% |
| 1Y | +17.5% | +24.1% | -6.6% | +14.3% |
| 3Y | +77.0% | +115.3% | -38.4% | +56.5% |
| 5Y | +66.4% | +106.0% | -39.6% | +49.9% |
| All | +66.4% | +101.1% | -34.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling