+153.3%
MP vs AEP
+79.3%
+73.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -2.9% | +1.8% | -4.6% | -3.1% |
| 30D | +13.8% | -0.8% | +14.6% | +13.9% |
| 3M | -16.7% | -1.8% | -14.9% | -16.8% |
| 6M | -11.5% | -5.4% | -6.1% | -11.0% |
| YTD | +7.9% | +10.4% | -2.5% | +3.9% |
| 1Y | -15.0% | +18.2% | -33.2% | -19.4% |
| All | +153.3% | +79.3% | +73.9% | +70.7% |
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