+2,320.5%
AEP vs MSI
+4,640.9%
-2,320.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +0.7% | +7.7% | -7.0% | -0.3% |
| 30D | +4.8% | +19.9% | -15.1% | +2.1% |
| 3M | +5.4% | +14.9% | -9.6% | +3.2% |
| 6M | +0.4% | +37.2% | -36.9% | -4.3% |
| YTD | +15.5% | +40.8% | -25.3% | +9.6% |
| 1Y | +8.5% | +38.1% | -29.6% | +3.2% |
| 3Y | +84.6% | +77.7% | +6.9% | +68.5% |
| 5Y | +86.9% | +129.0% | -42.1% | +63.9% |
| 10Y | +205.1% | +671.3% | -466.1% | +126.7% |
| All | +2,320.5% | +4,640.9% | -2,320.4% | +1,148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling