+48.9%
MSFT vs AEP
+78.6%
-29.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -1.0% | +0.9% | -1.9% | -0.9% |
| 30D | -2.7% | +1.5% | -4.2% | -2.5% |
| 3M | +22.1% | -1.7% | +23.8% | +21.9% |
| 6M | +20.6% | -4.0% | +24.6% | +20.3% |
| YTD | +2.3% | +10.6% | -8.3% | +2.8% |
| 1Y | -0.5% | +18.6% | -19.2% | +0.5% |
| All | +48.9% | +78.6% | -29.7% | +49.7% |
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