+590.7%
AEP vs MXL
+270.5%
+320.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.3% | +0.5% |
| 7D | +2.0% | +15.5% | -13.5% | +1.5% |
| 30D | +0.5% | -11.3% | +11.8% | +0.8% |
| 3M | -0.3% | -16.1% | +15.8% | -0.6% |
| 6M | -3.5% | +323.0% | -326.5% | -11.0% |
| YTD | +11.3% | +281.5% | -270.3% | +2.9% |
| 1Y | +20.2% | +319.3% | -299.1% | +10.5% |
| 3Y | +79.8% | +189.4% | -109.6% | +63.2% |
| 5Y | +65.6% | +26.0% | +39.6% | +54.8% |
| 10Y | +169.3% | +243.5% | -74.2% | +120.9% |
| All | +590.7% | +270.5% | +320.2% | +444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling