+240.4%
MNST vs AEP
+170.2%
+70.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.8% |
| 7D | -4.1% | +2.0% | -6.1% | -4.9% |
| 30D | -4.5% | +0.5% | -5.0% | -4.8% |
| 3M | -2.5% | -0.3% | -2.1% | -2.6% |
| 6M | +14.1% | -3.5% | +17.6% | +15.2% |
| YTD | +12.6% | +11.3% | +1.3% | +6.9% |
| 1Y | +36.9% | +20.2% | +16.7% | +25.4% |
| 3Y | +53.1% | +79.8% | -26.7% | +15.6% |
| 5Y | +78.2% | +65.6% | +12.7% | +37.4% |
| 10Y | +240.4% | +169.3% | +71.1% | +96.3% |
| All | +240.4% | +170.2% | +70.2% | +96.3% |
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