+8,801.5%
MDT vs AEP
+2,329.1%
+6,472.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.0% | +2.9% | -1.8% | +0.1% |
| 30D | +9.2% | +3.2% | +6.0% | +8.0% |
| 3M | +14.5% | +3.8% | +10.7% | +13.0% |
| 6M | +37.3% | +2.5% | +34.8% | +35.9% |
| YTD | +9.8% | +15.5% | -5.7% | +4.3% |
| 1Y | +10.5% | +9.6% | +0.9% | +6.7% |
| 3Y | +57.4% | +91.2% | -33.7% | +25.2% |
| 5Y | +1.2% | +88.2% | -87.0% | -19.8% |
| 10Y | +63.2% | +205.1% | -141.8% | +9.5% |
| All | +8,801.5% | +2,329.1% | +6,472.4% | +2,381.2% |
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