+16.9%
AEP vs MXL
+366.1%
-349.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | 0.0% |
| 7D | -0.9% | +18.9% | -19.8% | -0.8% |
| 30D | -1.1% | +0.3% | -1.4% | -1.0% |
| 3M | -3.3% | -8.0% | +4.8% | -3.3% |
| 6M | -4.6% | +341.2% | -345.9% | -3.0% |
| YTD | +9.4% | +327.8% | -318.4% | +11.7% |
| 1Y | +16.9% | +364.9% | -348.0% | +20.2% |
| All | +16.9% | +366.1% | -349.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling