+199.5%
MCHP vs AEP
+174.9%
+24.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | 0.0% | -0.9% | +1.0% | +0.3% |
| 30D | -6.0% | -1.1% | -5.0% | -5.8% |
| 3M | -19.7% | -3.3% | -16.4% | -19.1% |
| 6M | +14.0% | -4.6% | +18.7% | +15.1% |
| YTD | +18.4% | +9.4% | +9.0% | +14.3% |
| 1Y | +17.1% | +16.9% | +0.2% | +10.0% |
| 3Y | +0.7% | +76.6% | -75.9% | -20.9% |
| 5Y | +5.1% | +66.2% | -61.1% | -15.8% |
| All | +199.5% | +174.9% | +24.6% | +121.5% |
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 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