+75,738.0%
MU vs AEP
+2,303.9%
+73,434.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -15.2% | -0.8% | -14.4% | -14.8% |
| 30D | -29.5% | +4.9% | -34.4% | -30.9% |
| 3M | -15.8% | +4.9% | -20.6% | -17.4% |
| 6M | -2.9% | -0.3% | -2.6% | -3.6% |
| YTD | +154.2% | +14.3% | +140.0% | +138.5% |
| 1Y | +186.6% | +7.5% | +179.1% | +175.2% |
| 3Y | +871.5% | +82.6% | +788.8% | +625.0% |
| 5Y | +911.7% | +81.5% | +830.2% | +641.2% |
| 10Y | +4,277.4% | +203.2% | +4,074.2% | +2,337.3% |
| All | +75,738.0% | +2,303.9% | +73,434.1% | +11,552.0% |
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