+15,614.6%
MA vs AEP
+732.0%
+14,882.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | -2.8% | +5.1% | +3.7% |
| 30D | +14.7% | +3.6% | +11.0% | +12.7% |
| 3M | +13.5% | +1.8% | +11.7% | +12.3% |
| 6M | +33.1% | -3.1% | +36.2% | +34.5% |
| YTD | +15.1% | +12.2% | +2.8% | +7.3% |
| 1Y | +18.7% | +9.1% | +9.6% | +12.1% |
| 3Y | +72.1% | +77.9% | -5.8% | +23.9% |
| 5Y | +92.8% | +78.1% | +14.7% | +36.0% |
| 10Y | +571.6% | +187.8% | +383.9% | +247.3% |
| All | +15,614.6% | +732.0% | +14,882.7% | +4,269.2% |
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