+5.4%
MDLZ vs AEP
+82.1%
-76.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | +10.0% | +4.5% | +5.5% | +8.5% |
| 3M | +7.1% | +2.8% | +4.2% | +6.0% |
| 6M | +9.8% | -0.7% | +10.5% | +9.9% |
| YTD | +26.6% | +13.8% | +12.8% | +21.3% |
| 1Y | +20.3% | +9.0% | +11.4% | +16.7% |
| 3Y | +5.4% | +83.0% | -77.6% | -13.0% |
| All | +5.4% | +82.1% | -76.7% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling