+13,824.2%
MA vs AEP
+718.6%
+13,105.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.7% | +1.8% | -4.5% | -3.5% |
| 30D | +1.5% | -0.8% | +2.3% | +1.8% |
| 3M | +20.4% | -1.8% | +22.3% | +21.2% |
| 6M | +11.1% | -5.4% | +16.5% | +13.3% |
| YTD | +2.0% | +10.4% | -8.5% | -4.1% |
| 1Y | -2.2% | +18.2% | -20.3% | -11.4% |
| 3Y | +41.9% | +79.0% | -37.1% | +1.6% |
| 5Y | +75.4% | +64.8% | +10.5% | +28.9% |
| 10Y | +527.5% | +170.8% | +356.7% | +235.6% |
| All | +13,824.2% | +718.6% | +13,105.5% | +3,805.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling