+872.1%
MSFT vs AEP
+175.2%
+696.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -3.5% | -1.0% | -2.5% | -3.2% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +24.2% | -3.2% | +27.4% | +25.0% |
| 6M | +21.9% | -5.3% | +27.1% | +23.0% |
| YTD | +2.5% | +9.5% | -7.1% | -1.4% |
| 1Y | -0.8% | +17.5% | -18.3% | -6.7% |
| 3Y | +50.8% | +77.0% | -26.2% | +19.8% |
| 5Y | +73.5% | +66.4% | +7.1% | +40.2% |
| All | +872.1% | +175.2% | +696.9% | +585.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling