+170.5%
AEP vs MTZ
+773.6%
-603.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | -1.1% | -14.5% | +13.4% | -0.3% |
| 3M | -3.3% | -32.9% | +29.7% | -1.6% |
| 6M | -4.6% | -20.8% | +16.2% | -4.0% |
| YTD | +9.4% | +10.6% | -1.2% | +8.1% |
| 1Y | +16.9% | +27.1% | -10.1% | +14.6% |
| 3Y | +76.6% | +166.1% | -89.5% | +62.9% |
| 5Y | +66.2% | +170.7% | -104.5% | +51.2% |
| All | +170.5% | +773.6% | -603.1% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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