+313.1%
MNST vs AEP
+191.0%
+122.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -5.0% | -1.5% | -3.4% | -4.4% |
| 30D | +4.6% | +4.5% | +0.1% | +2.7% |
| 3M | +1.0% | +2.8% | -1.8% | -0.3% |
| 6M | +5.8% | -0.7% | +6.4% | +5.5% |
| YTD | +19.1% | +13.8% | +5.2% | +12.0% |
| 1Y | +30.9% | +9.0% | +21.9% | +25.3% |
| 3Y | +65.7% | +83.0% | -17.3% | +24.5% |
| 5Y | +99.0% | +83.3% | +15.7% | +46.6% |
| 10Y | +313.1% | +194.6% | +118.5% | +127.4% |
| All | +313.1% | +191.0% | +122.1% | +127.4% |
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 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