+106,206.6%
MU vs AEP
+2,223.4%
+103,983.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +9.0% | +1.8% | +7.2% | +8.2% |
| 30D | +13.8% | -0.8% | +14.6% | +14.2% |
| 3M | +2.1% | -1.8% | +3.9% | +2.4% |
| 6M | +153.8% | -5.4% | +159.2% | +157.1% |
| YTD | +256.4% | +10.4% | +245.9% | +239.2% |
| 1Y | +719.8% | +18.2% | +701.6% | +658.1% |
| 3Y | +1,360.4% | +79.0% | +1,281.4% | +997.6% |
| 5Y | +1,312.4% | +64.8% | +1,247.6% | +977.3% |
| 10Y | +6,142.6% | +170.8% | +5,971.7% | +3,557.6% |
| All | +106,206.6% | +2,223.4% | +103,983.2% | +16,476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling