+122.9%
MS vs AEP
+87.7%
+35.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +5.1% | +2.9% | +2.2% | +4.5% |
| 30D | +5.7% | +3.2% | +2.5% | +5.1% |
| 3M | -12.2% | +3.8% | -16.0% | -12.8% |
| 6M | -0.5% | +2.5% | -3.0% | -1.2% |
| YTD | +9.8% | +15.5% | -5.6% | +5.9% |
| 1Y | +17.7% | +9.6% | +8.1% | +14.8% |
| 3Y | +176.8% | +91.2% | +85.7% | +124.1% |
| All | +122.9% | +87.7% | +35.2% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling