+48.2%
AEP vs MULL
+1,230.7%
-1,182.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.2% |
| 7D | +2.9% | +24.5% | -21.7% | +3.1% |
| 30D | +3.2% | -35.5% | +38.7% | +2.8% |
| 3M | +3.8% | -44.8% | +48.6% | +3.4% |
| 6M | +2.5% | -45.5% | +48.0% | +2.7% |
| YTD | +15.5% | +232.5% | -217.1% | +18.5% |
| 1Y | +9.6% | +343.3% | -333.6% | +13.0% |
| All | +48.2% | +1,230.7% | -1,182.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling