+228.8%
MU vs AEP
+8.9%
+219.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +12.8% | +2.9% | +9.9% | +13.5% |
| 30D | -14.9% | +3.2% | -18.1% | -14.0% |
| 3M | -18.0% | +3.8% | -21.9% | -17.1% |
| 6M | -3.1% | +2.5% | -5.6% | -1.3% |
| YTD | +172.9% | +15.5% | +157.4% | +173.5% |
| 1Y | +228.8% | +9.6% | +219.2% | +231.6% |
| All | +228.8% | +8.9% | +219.9% | +231.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling