+7,830.4%
MDT vs AEP
+2,240.6%
+5,589.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +0.4% | +2.0% | -1.6% | -0.3% |
| 30D | +6.0% | +0.5% | +5.5% | +5.7% |
| 3M | +15.5% | -0.3% | +15.8% | +15.5% |
| 6M | +3.4% | -3.5% | +6.9% | +4.4% |
| YTD | -2.2% | +11.3% | -13.4% | -5.9% |
| 1Y | +2.6% | +20.2% | -17.6% | -4.0% |
| 3Y | +27.5% | +79.8% | -52.3% | +3.3% |
| 5Y | -20.1% | +65.6% | -85.6% | -33.9% |
| 10Y | +39.1% | +169.3% | -130.2% | -3.0% |
| All | +7,830.4% | +2,240.6% | +5,589.9% | +2,139.0% |
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 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