+45.8%
MNST vs AEP
+10.7%
+35.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.4% |
| 7D | +6.8% | +0.8% | +6.0% | +6.7% |
| 30D | +12.0% | +7.9% | +4.1% | +11.1% |
| 3M | +3.5% | +1.5% | +2.1% | +3.4% |
| 6M | +29.7% | -2.6% | +32.2% | +30.4% |
| YTD | +27.2% | +14.7% | +12.5% | +24.4% |
| 1Y | +45.8% | +10.8% | +35.0% | +44.7% |
| All | +45.8% | +10.7% | +35.1% | +44.7% |
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