+100.1%
MO vs AEP
+63.6%
+36.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | +5.8% | -0.1% | +5.9% | +5.8% |
| 3M | -4.5% | -3.2% | -1.3% | -3.3% |
| 6M | +5.7% | -5.3% | +11.0% | +8.0% |
| YTD | +23.1% | +9.5% | +13.6% | +19.0% |
| 1Y | +10.9% | +17.5% | -6.6% | +4.1% |
| 3Y | +96.1% | +77.0% | +19.2% | +58.8% |
| 5Y | +100.1% | +66.4% | +33.7% | +66.6% |
| All | +100.1% | +63.6% | +36.5% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling