+15,689.5%
MA vs AEP
+743.8%
+14,945.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | -0.3% | -1.5% | +1.2% | +0.4% |
| 30D | +11.3% | +4.5% | +6.8% | +8.9% |
| 3M | +16.7% | +2.8% | +13.8% | +14.9% |
| 6M | +32.8% | -0.7% | +33.4% | +32.5% |
| YTD | +15.6% | +13.8% | +1.8% | +7.1% |
| 1Y | +19.6% | +9.0% | +10.6% | +13.1% |
| 3Y | +72.1% | +83.0% | -10.9% | +22.2% |
| 5Y | +96.0% | +83.3% | +12.8% | +36.3% |
| 10Y | +554.8% | +194.6% | +360.2% | +234.6% |
| All | +15,689.5% | +743.8% | +14,945.7% | +4,260.3% |
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