+6,288.2%
MS vs AEP
+1,550.6%
+4,737.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +1.4% | +1.8% | -0.4% | +0.4% |
| 30D | -0.3% | -0.8% | +0.6% | +0.1% |
| 3M | +0.3% | -1.8% | +2.1% | +0.8% |
| 6M | +31.3% | -5.4% | +36.7% | +34.1% |
| YTD | +24.7% | +10.4% | +14.2% | +16.4% |
| 1Y | +47.9% | +18.2% | +29.8% | +32.3% |
| 3Y | +178.3% | +79.0% | +99.4% | +91.0% |
| 5Y | +144.9% | +64.8% | +80.1% | +72.0% |
| 10Y | +804.5% | +170.8% | +633.7% | +344.9% |
| All | +6,288.2% | +1,550.6% | +4,737.6% | +1,084.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling