+76.6%
AEP vs MTCH
-0.9%
+77.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -0.9% | +1.3% | -2.2% | -1.0% |
| 30D | -1.1% | +15.9% | -16.9% | -1.7% |
| 3M | -3.3% | +23.3% | -26.6% | -4.2% |
| 6M | -4.6% | +40.1% | -44.8% | -6.3% |
| YTD | +9.4% | +33.6% | -24.2% | +7.8% |
| 1Y | +16.9% | +14.1% | +2.9% | +16.5% |
| 3Y | +76.6% | +1.4% | +75.2% | +89.2% |
| All | +76.6% | -0.9% | +77.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling