+181.3%
MS vs AEP
+79.3%
+102.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +1.4% | +1.8% | -0.4% | +1.3% |
| 30D | -0.3% | -0.8% | +0.6% | -0.2% |
| 3M | +0.3% | -1.8% | +2.1% | +0.3% |
| 6M | +31.3% | -5.4% | +36.7% | +31.5% |
| YTD | +24.7% | +10.4% | +14.2% | +23.0% |
| 1Y | +47.9% | +18.2% | +29.8% | +44.6% |
| All | +181.3% | +79.3% | +102.0% | +139.4% |
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