+41,921.5%
MCHP vs AEP
+1,562.8%
+40,358.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +2.8% | +2.0% | +0.8% | +2.1% |
| 30D | -12.8% | +0.5% | -13.3% | -13.0% |
| 3M | -19.2% | -0.3% | -18.9% | -19.4% |
| 6M | +14.5% | -3.5% | +18.0% | +15.3% |
| YTD | +17.1% | +11.3% | +5.9% | +12.7% |
| 1Y | +15.3% | +20.2% | -4.9% | +7.9% |
| 3Y | +0.5% | +79.8% | -79.3% | -18.7% |
| 5Y | +6.1% | +65.6% | -59.5% | -12.3% |
| 10Y | +192.2% | +169.3% | +22.9% | +105.2% |
| All | +41,921.5% | +1,562.8% | +40,358.6% | +16,197.5% |
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