+1,371.2%
MU vs AEP
+80.1%
+1,291.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.0% |
| 7D | +9.0% | +1.8% | +7.2% | +9.6% |
| 30D | +13.8% | -0.8% | +14.6% | +13.5% |
| 3M | +2.1% | -1.8% | +3.9% | +1.9% |
| 6M | +153.8% | -5.4% | +159.2% | +151.2% |
| YTD | +256.4% | +10.4% | +245.9% | +269.5% |
| 1Y | +719.8% | +18.2% | +701.6% | +772.0% |
| All | +1,371.2% | +80.1% | +1,291.1% | +1,572.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling