+110.9%
MO vs AEP
+174.9%
-64.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -0.9% | +1.1% | +0.5% |
| 30D | +7.1% | -1.1% | +8.2% | +7.6% |
| 3M | -2.0% | -3.3% | +1.3% | -0.6% |
| 6M | +7.3% | -4.6% | +11.9% | +9.4% |
| YTD | +23.5% | +9.4% | +14.0% | +18.9% |
| 1Y | +11.0% | +16.9% | -5.9% | +3.7% |
| 3Y | +95.0% | +76.6% | +18.4% | +52.8% |
| 5Y | +100.6% | +66.2% | +34.4% | +58.9% |
| All | +110.9% | +174.9% | -64.0% | +33.9% |
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