+2,812.9%
MMM vs AEP
+2,223.4%
+589.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | +1.8% | -5.1% | -3.9% |
| 30D | -7.0% | -0.8% | -6.2% | -6.8% |
| 3M | +10.8% | -1.8% | +12.7% | +11.3% |
| 6M | +5.8% | -5.4% | +11.1% | +7.4% |
| YTD | +6.8% | +10.4% | -3.7% | +3.0% |
| 1Y | +10.4% | +18.2% | -7.8% | +3.9% |
| 3Y | +104.7% | +79.0% | +25.7% | +66.1% |
| 5Y | +23.6% | +64.8% | -41.3% | +2.6% |
| 10Y | +54.1% | +170.8% | -116.7% | +6.7% |
| All | +2,812.9% | +2,223.4% | +589.5% | +751.2% |
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