+346.0%
MNST vs AEP
+206.5%
+139.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -4.7% | +2.5% | -7.2% | -5.6% |
| 30D | +5.2% | +3.4% | +1.8% | +3.8% |
| 3M | -0.9% | +4.2% | -5.1% | -2.7% |
| 6M | +6.1% | -0.8% | +6.9% | +6.0% |
| YTD | +18.9% | +15.2% | +3.6% | +11.3% |
| 1Y | +29.3% | +8.3% | +21.0% | +24.2% |
| 3Y | +64.9% | +84.2% | -19.3% | +23.9% |
| 5Y | +98.0% | +87.8% | +10.2% | +44.7% |
| All | +346.0% | +206.5% | +139.5% | +145.5% |
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