+177.7%
AEP vs MSI
+593.5%
-415.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.9% | -4.0% | +4.9% | +2.1% |
| 30D | +1.5% | -0.5% | +1.9% | +1.5% |
| 3M | -1.7% | +11.4% | -13.1% | -5.1% |
| 6M | -4.0% | +1.0% | -5.0% | -4.9% |
| YTD | +10.6% | +20.7% | -10.1% | +3.7% |
| 1Y | +18.6% | -2.7% | +21.3% | +18.5% |
| 3Y | +78.7% | +68.2% | +10.5% | +47.2% |
| 5Y | +65.1% | +100.0% | -34.9% | +26.7% |
| 10Y | +177.7% | +596.9% | -419.1% | +71.9% |
| All | +177.7% | +593.5% | -415.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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