+142,414.7%
MSFT vs AEP
+2,303.9%
+140,110.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | -0.4% | +4.9% | -5.2% | -2.0% |
| 3M | +5.6% | +4.9% | +0.7% | +3.8% |
| 6M | +29.0% | -0.3% | +29.2% | +28.3% |
| YTD | +10.9% | +14.3% | -3.3% | +5.0% |
| 1Y | +6.2% | +7.5% | -1.3% | +2.6% |
| 3Y | +47.6% | +82.6% | -35.0% | +16.7% |
| 5Y | +67.9% | +81.5% | -13.5% | +31.9% |
| 10Y | +922.9% | +203.2% | +719.7% | +561.0% |
| All | +142,414.7% | +2,303.9% | +140,110.8% | +34,320.9% |
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