+54.7%
MNST vs AEP
+80.1%
-25.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -6.5% | +1.8% | -8.3% | -6.9% |
| 30D | -7.2% | -0.8% | -6.4% | -7.1% |
| 3M | -1.0% | -1.8% | +0.8% | -0.7% |
| 6M | +11.5% | -5.4% | +16.9% | +12.7% |
| YTD | +14.3% | +10.4% | +3.9% | +10.9% |
| 1Y | +38.1% | +18.2% | +20.0% | +31.0% |
| All | +54.7% | +80.1% | -25.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling