+203.2%
AEP vs MOD
+920.5%
-717.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.4% |
| 7D | -0.8% | -17.8% | +17.0% | -0.4% |
| 30D | +4.9% | -43.2% | +48.1% | +6.2% |
| 3M | +4.9% | -46.0% | +50.9% | +6.2% |
| 6M | -0.3% | -62.2% | +62.0% | +1.7% |
| YTD | +14.3% | -22.8% | +37.1% | +14.1% |
| 1Y | +7.5% | -35.5% | +43.0% | +7.8% |
| 3Y | +82.6% | +128.2% | -45.6% | +70.9% |
| 5Y | +81.5% | +791.6% | -710.1% | +56.6% |
| 10Y | +203.2% | +886.3% | -683.1% | +136.0% |
| All | +203.2% | +920.5% | -717.3% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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