+79.8%
AEP vs MSFU
+29.4%
+50.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +0.6% |
| 7D | +2.0% | -3.2% | +5.2% | +1.9% |
| 30D | +0.5% | -3.1% | +3.6% | +0.4% |
| 3M | -0.3% | +35.3% | -35.6% | +1.2% |
| 6M | -3.5% | +31.6% | -35.1% | -2.0% |
| YTD | +11.3% | -9.5% | +20.8% | +12.4% |
| 1Y | +20.2% | -18.4% | +38.6% | +21.3% |
| 3Y | +79.8% | +26.9% | +52.8% | +74.5% |
| All | +79.8% | +29.4% | +50.4% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling