+548,301.9%
MNST vs AEP
+2,223.4%
+546,078.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.5% | +1.8% | -8.3% | -7.0% |
| 30D | -7.2% | -0.8% | -6.4% | -7.1% |
| 3M | -1.0% | -1.8% | +0.8% | -0.6% |
| 6M | +11.5% | -5.4% | +16.9% | +13.0% |
| YTD | +14.3% | +10.4% | +3.9% | +10.5% |
| 1Y | +38.1% | +18.2% | +20.0% | +30.6% |
| 3Y | +55.0% | +79.0% | -24.0% | +28.3% |
| 5Y | +79.6% | +64.8% | +14.8% | +51.4% |
| 10Y | +241.8% | +170.8% | +70.9% | +148.8% |
| All | +548,301.9% | +2,223.4% | +546,078.5% | +258,218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling