+17.5%
AEP vs MSI
-1.8%
+19.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -0.1% | -0.6% | +0.5% | -0.1% |
| 3M | -3.2% | +13.0% | -16.2% | -5.3% |
| 6M | -5.3% | +0.5% | -5.8% | -5.1% |
| YTD | +9.5% | +21.7% | -12.2% | +6.6% |
| 1Y | +17.5% | -2.6% | +20.1% | +17.7% |
| All | +17.5% | -1.8% | +19.3% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling