+160.4%
MS vs AEP
+76.7%
+83.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | -2.8% | +1.3% | -1.5% |
| 30D | -3.8% | +3.6% | -7.4% | -3.8% |
| 3M | -14.6% | +1.8% | -16.4% | -14.6% |
| 6M | -5.1% | -3.1% | -1.9% | -5.1% |
| YTD | +4.5% | +12.2% | -7.7% | +3.7% |
| 1Y | +13.5% | +9.1% | +4.4% | +12.8% |
| 3Y | +160.4% | +77.9% | +82.5% | +135.8% |
| All | +160.4% | +76.7% | +83.7% | +135.8% |
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