+38.6%
AEP vs MSFU
+72.2%
-33.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +0.7% |
| 7D | +2.0% | -3.2% | +5.2% | +2.0% |
| 30D | +0.5% | -3.1% | +3.6% | +0.5% |
| 3M | -0.3% | +35.3% | -35.6% | -0.3% |
| 6M | -3.5% | +31.6% | -35.1% | -3.6% |
| YTD | +11.3% | -9.5% | +20.8% | +12.4% |
| 1Y | +20.2% | -18.4% | +38.6% | +21.9% |
| 3Y | +79.8% | +26.9% | +52.8% | +71.4% |
| All | +38.6% | +72.2% | -33.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling