+1,319.3%
MU vs AEP
+68.7%
+1,250.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.5% |
| 7D | +7.2% | +2.0% | +5.2% | +7.3% |
| 30D | +14.0% | +0.5% | +13.5% | +14.0% |
| 3M | +5.4% | -0.3% | +5.7% | +5.5% |
| 6M | +170.3% | -3.5% | +173.7% | +170.1% |
| YTD | +250.7% | +11.3% | +239.4% | +252.9% |
| 1Y | +662.1% | +20.2% | +641.9% | +671.1% |
| 3Y | +1,341.2% | +79.8% | +1,261.4% | +1,306.8% |
| 5Y | +1,319.3% | +65.6% | +1,253.8% | +1,332.7% |
| All | +1,319.3% | +68.7% | +1,250.7% | +1,332.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling