+174.7%
MS vs AEP
+85.2%
+89.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | +3.7% | +2.5% | +1.2% | +3.7% |
| 30D | +2.0% | +3.4% | -1.4% | +2.0% |
| 3M | -12.6% | +4.2% | -16.8% | -12.6% |
| 6M | -0.3% | -0.8% | +0.5% | -0.4% |
| YTD | +9.0% | +15.2% | -6.3% | +8.1% |
| 1Y | +13.9% | +8.3% | +5.5% | +13.4% |
| All | +174.7% | +85.2% | +89.5% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling