-3.1%
AEP vs MSCI
+11.6%
-14.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -2.8% | +2.8% | -5.7% | -2.9% |
| 30D | +3.6% | +15.4% | -11.8% | +3.3% |
| 3M | +1.8% | +13.4% | -11.6% | +1.4% |
| 6M | -3.1% | +10.9% | -14.0% | -2.8% |
| All | -3.1% | +11.6% | -14.8% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling