+4,277.4%
MU vs AEP
+194.7%
+4,082.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -15.2% | -1.6% | -13.6% | -15.0% |
| 30D | -29.5% | +4.1% | -33.6% | -29.9% |
| 3M | -15.8% | +4.1% | -19.8% | -16.3% |
| 6M | -2.9% | -1.0% | -1.8% | -3.0% |
| YTD | +154.2% | +13.4% | +140.8% | +148.1% |
| 1Y | +186.6% | +6.7% | +179.9% | +182.5% |
| 3Y | +871.5% | +81.3% | +790.2% | +738.0% |
| 5Y | +911.7% | +80.1% | +831.6% | +764.0% |
| 10Y | +4,277.4% | +200.9% | +4,076.5% | +3,521.1% |
| All | +4,277.4% | +194.7% | +4,082.7% | +3,521.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling