+9.6%
MMM vs AEP
+8.9%
+0.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.8% | +2.9% | -3.7% | -1.4% |
| 30D | +11.7% | +3.2% | +8.5% | +10.9% |
| 3M | +1.0% | +3.8% | -2.8% | +0.1% |
| 6M | +26.0% | +2.5% | +23.5% | +24.8% |
| YTD | +16.3% | +15.5% | +0.9% | +13.3% |
| 1Y | +9.6% | +9.6% | 0.0% | +7.6% |
| All | +9.6% | +8.9% | +0.7% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling