+254.1%
MP vs AEP
+98.5%
+155.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -10.5% | -2.8% | -7.7% | -10.1% |
| 30D | -23.5% | +3.6% | -27.2% | -24.0% |
| 3M | -25.4% | +1.8% | -27.2% | -25.7% |
| 6M | -51.3% | -3.1% | -48.1% | -51.1% |
| YTD | -29.9% | +12.2% | -42.2% | -32.2% |
| 1Y | -31.8% | +9.1% | -41.0% | -33.6% |
| 3Y | +127.0% | +77.9% | +49.1% | +91.7% |
| 5Y | -3.3% | +78.1% | -81.4% | -13.0% |
| All | +254.1% | +98.5% | +155.6% | +231.7% |
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 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