+67.2%
AEP vs MXL
+40.1%
+27.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.1% |
| 7D | -0.9% | +18.9% | -19.8% | -0.9% |
| 30D | -1.1% | +0.3% | -1.4% | -1.1% |
| 3M | -3.3% | -8.0% | +4.8% | -3.3% |
| 6M | -4.6% | +341.2% | -345.9% | -5.3% |
| YTD | +9.4% | +327.8% | -318.4% | +8.7% |
| 1Y | +16.9% | +364.9% | -348.0% | +16.1% |
| 3Y | +76.6% | +229.2% | -152.6% | +74.7% |
| All | +67.2% | +40.1% | +27.1% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling