+1,727.8%
AEP vs MTCH
+14,456.1%
-12,728.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.9% | -2.4% | +3.3% | +1.0% |
| 30D | +1.5% | +12.8% | -11.3% | +0.7% |
| 3M | -1.7% | +20.0% | -21.6% | -2.8% |
| 6M | -4.0% | +34.7% | -38.8% | -5.9% |
| YTD | +10.6% | +30.6% | -20.0% | +8.5% |
| 1Y | +18.6% | +10.9% | +7.7% | +17.5% |
| 3Y | +78.7% | -2.0% | +80.7% | +76.8% |
| 5Y | +65.1% | -72.6% | +137.7% | +73.4% |
| 10Y | +177.7% | +197.9% | -20.1% | +144.9% |
| All | +1,727.8% | +14,456.1% | -12,728.3% | +1,402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling