+66.4%
AEP vs MTZ
+156.0%
-89.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | -0.8% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.1% | -14.8% | +14.7% | +0.5% |
| 3M | -3.2% | -30.8% | +27.6% | -2.1% |
| 6M | -5.3% | -22.6% | +17.3% | -4.7% |
| YTD | +9.5% | +6.8% | +2.7% | +8.7% |
| 1Y | +17.5% | +22.1% | -4.6% | +15.9% |
| 3Y | +77.0% | +153.1% | -76.1% | +64.7% |
| 5Y | +66.4% | +161.4% | -95.0% | +48.5% |
| All | +66.4% | +156.0% | -89.6% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling