+471.0%
AEP vs MSCI
+3,095.4%
-2,624.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -2.8% | +2.8% | -5.7% | -3.4% |
| 30D | +3.6% | +15.4% | -11.8% | +0.8% |
| 3M | +1.8% | +13.4% | -11.6% | -0.8% |
| 6M | -3.1% | +10.9% | -14.0% | -5.5% |
| YTD | +12.2% | +13.0% | -0.7% | +8.6% |
| 1Y | +9.1% | +12.0% | -2.9% | +5.7% |
| 3Y | +77.9% | +34.1% | +43.8% | +63.6% |
| 5Y | +78.1% | +3.9% | +74.2% | +68.8% |
| 10Y | +187.8% | +802.0% | -614.2% | +68.6% |
| All | +471.0% | +3,095.4% | -2,624.4% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling