+6,169.9%
MU vs AEP
+170.1%
+5,999.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.8% |
| 7D | +7.5% | +0.9% | +6.6% | +7.4% |
| 30D | +19.4% | +1.5% | +17.9% | +19.1% |
| 3M | +9.8% | -1.7% | +11.5% | +10.0% |
| 6M | +164.1% | -4.0% | +168.2% | +165.0% |
| YTD | +260.3% | +10.6% | +249.7% | +252.7% |
| 1Y | +661.2% | +18.6% | +642.6% | +635.7% |
| 3Y | +1,380.8% | +78.7% | +1,302.1% | +1,172.5% |
| 5Y | +1,346.4% | +65.1% | +1,281.3% | +1,159.4% |
| 10Y | +6,169.9% | +177.7% | +5,992.2% | +4,891.5% |
| All | +6,169.9% | +170.1% | +5,999.8% | +4,891.5% |
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