+170.5%
AEP vs MTUM
+357.8%
-187.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -0.9% | +0.7% | -1.7% | -1.1% |
| 30D | -1.1% | -2.4% | +1.4% | -0.5% |
| 3M | -3.3% | -3.6% | +0.4% | -2.9% |
| 6M | -4.6% | +23.7% | -28.3% | -11.4% |
| YTD | +9.4% | +22.9% | -13.5% | +1.7% |
| 1Y | +16.9% | +21.8% | -4.8% | +8.8% |
| 3Y | +76.6% | +114.4% | -37.8% | +31.5% |
| 5Y | +66.2% | +79.6% | -13.4% | +30.6% |
| All | +170.5% | +357.8% | -187.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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