+79.6%
MMM vs AEP
+196.9%
-117.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +7.0% | -0.8% | +7.8% | +7.3% |
| 30D | +18.4% | +4.9% | +13.5% | +16.5% |
| 3M | +4.5% | +4.9% | -0.4% | +2.7% |
| 6M | +33.4% | -0.3% | +33.7% | +33.2% |
| YTD | +20.0% | +14.3% | +5.7% | +13.9% |
| 1Y | +15.0% | +7.5% | +7.5% | +11.6% |
| 3Y | +165.0% | +82.6% | +82.3% | +108.0% |
| 5Y | +47.9% | +81.5% | -33.6% | +16.0% |
| 10Y | +79.6% | +203.2% | -123.5% | +24.8% |
| All | +79.6% | +196.9% | -117.3% | +24.8% |
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