+304.6%
AEP vs MTUM
+595.4%
-290.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | -1.0% | +1.2% | -2.2% | -1.4% |
| 30D | -0.1% | -1.7% | +1.6% | +0.4% |
| 3M | -3.2% | -0.5% | -2.7% | -3.8% |
| 6M | -5.3% | +22.3% | -27.6% | -12.3% |
| YTD | +9.5% | +21.4% | -11.8% | +1.5% |
| 1Y | +17.5% | +20.0% | -2.5% | +9.1% |
| 3Y | +77.0% | +113.0% | -36.0% | +29.3% |
| 5Y | +66.4% | +77.3% | -10.9% | +29.1% |
| 10Y | +175.1% | +350.5% | -175.4% | +31.2% |
| All | +304.6% | +595.4% | -290.7% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling