+593.1%
MA vs AEP
+207.1%
+386.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.3% | +2.9% | -1.6% | +0.3% |
| 30D | +9.6% | +3.2% | +6.4% | +8.4% |
| 3M | +16.8% | +3.8% | +13.0% | +15.1% |
| 6M | +35.2% | +2.5% | +32.7% | +33.5% |
| YTD | +16.6% | +15.5% | +1.1% | +9.4% |
| 1Y | +19.8% | +9.6% | +10.2% | +14.6% |
| 3Y | +70.7% | +91.2% | -20.5% | +28.1% |
| 5Y | +87.4% | +88.2% | -0.8% | +39.7% |
| All | +593.1% | +207.1% | +386.0% | +379.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling