+54.7%
MMM vs AEP
+170.1%
-115.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | -9.3% | +1.5% | -10.8% | -9.8% |
| 3M | +5.6% | -1.7% | +7.3% | +6.0% |
| 6M | +9.5% | -4.0% | +13.5% | +10.6% |
| YTD | +4.1% | +10.6% | -6.5% | +0.1% |
| 1Y | +9.4% | +18.6% | -9.2% | +2.3% |
| 3Y | +101.0% | +78.7% | +22.3% | +59.1% |
| 5Y | +26.1% | +65.1% | -39.0% | +2.4% |
| 10Y | +54.7% | +177.7% | -123.0% | +10.6% |
| All | +54.7% | +170.1% | -115.4% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling