+169.3%
AEP vs MSCI
+594.9%
-425.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.4% |
| 7D | +2.0% | -2.1% | +4.1% | +2.3% |
| 30D | +0.5% | -1.7% | +2.3% | +0.8% |
| 3M | -0.3% | -8.2% | +7.9% | +0.8% |
| 6M | -3.5% | -2.4% | -1.0% | -3.6% |
| YTD | +11.3% | -2.8% | +14.1% | +10.9% |
| 1Y | +20.2% | -2.7% | +22.9% | +19.5% |
| 3Y | +79.8% | +7.3% | +72.5% | +73.0% |
| 5Y | +65.6% | -11.4% | +77.0% | +61.5% |
| 10Y | +169.3% | +605.8% | -436.5% | +77.7% |
| All | +169.3% | +594.9% | -425.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling