+445.3%
MP vs AEP
+95.3%
+350.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 6M | -11.5% | -5.4% | -6.1% | -10.9% |
| YTD | +7.9% | +10.4% | -2.5% | +4.7% |
| 1Y | -15.0% | +18.2% | -33.2% | -18.8% |
| 3Y | +153.5% | +79.0% | +74.6% | +113.4% |
| 5Y | +58.7% | +64.8% | -6.2% | +42.3% |
| All | +445.3% | +95.3% | +350.0% | +412.3% |
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