+57.4%
MDT vs AEP
+85.5%
-28.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.0% | +2.9% | -1.8% | +0.2% |
| 30D | +9.2% | +3.2% | +6.0% | +8.1% |
| 3M | +14.5% | +3.8% | +10.7% | +13.1% |
| 6M | +37.3% | +2.5% | +34.8% | +36.2% |
| YTD | +9.8% | +15.5% | -5.7% | +5.0% |
| 1Y | +10.5% | +9.6% | +0.9% | +7.4% |
| 3Y | +57.4% | +91.2% | -33.7% | +26.6% |
| All | +57.4% | +85.5% | -28.1% | +26.6% |
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