+167.2%
MMM vs AEP
+82.1%
+85.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +5.8% | -1.5% | +7.3% | +6.1% |
| 30D | +17.9% | +4.5% | +13.4% | +17.0% |
| 3M | +3.6% | +2.8% | +0.7% | +3.0% |
| 6M | +32.9% | -0.7% | +33.6% | +32.8% |
| YTD | +19.5% | +13.8% | +5.6% | +16.5% |
| 1Y | +16.5% | +9.0% | +7.6% | +14.5% |
| 3Y | +167.2% | +83.0% | +84.2% | +132.4% |
| All | +167.2% | +82.1% | +85.0% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling