+578.8%
MS vs AEP
+191.0%
+387.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.7% |
| 7D | +0.7% | -1.5% | +2.3% | +1.2% |
| 30D | -0.9% | +4.5% | -5.4% | -2.3% |
| 3M | -13.0% | +2.8% | -15.8% | -13.8% |
| 6M | -2.0% | -0.7% | -1.3% | -2.1% |
| YTD | +7.8% | +13.8% | -6.1% | +2.6% |
| 1Y | +17.9% | +9.0% | +8.9% | +13.7% |
| 3Y | +174.8% | +83.0% | +91.8% | +116.0% |
| 5Y | +119.9% | +83.3% | +36.6% | +70.4% |
| 10Y | +578.8% | +194.6% | +384.2% | +533.6% |
| All | +578.8% | +191.0% | +387.9% | +533.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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