-20.8%
MP vs AEP
+87.3%
-108.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.4% |
| 7D | +2.3% | +0.7% | +1.5% | +2.1% |
| 30D | -15.3% | +4.8% | -20.1% | -16.4% |
| 3M | -33.5% | +5.4% | -38.9% | -34.6% |
| 6M | -45.5% | +0.4% | -45.9% | -45.8% |
| YTD | -27.3% | +15.5% | -42.8% | -31.7% |
| 1Y | -40.7% | +8.5% | -49.2% | -42.9% |
| 3Y | +145.9% | +84.6% | +61.2% | +80.6% |
| All | -20.8% | +87.3% | -108.1% | -37.6% |
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