+14,700.0%
MO vs AEP
+2,240.6%
+12,459.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | -2.0% | +2.0% | -4.0% | -2.7% |
| 30D | -0.3% | +0.5% | -0.8% | -0.4% |
| 3M | -2.9% | -0.3% | -2.6% | -2.9% |
| 6M | +5.8% | -3.5% | +9.2% | +7.0% |
| YTD | +22.0% | +11.3% | +10.7% | +17.7% |
| 1Y | +10.7% | +20.2% | -9.6% | +3.8% |
| 3Y | +94.4% | +79.8% | +14.6% | +58.9% |
| 5Y | +97.2% | +65.6% | +31.6% | +64.2% |
| 10Y | +103.0% | +169.3% | -66.3% | +42.8% |
| All | +14,700.0% | +2,240.6% | +12,459.5% | +4,122.1% |
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