+205.1%
AEP vs MOD
+915.9%
-710.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +1.0% |
| 7D | +0.7% | +8.2% | -7.5% | +0.5% |
| 30D | +4.8% | -38.2% | +43.0% | +5.9% |
| 3M | +5.4% | -46.2% | +51.6% | +6.7% |
| 6M | +0.4% | -62.5% | +62.9% | +2.4% |
| YTD | +15.5% | -20.1% | +35.6% | +15.3% |
| 1Y | +8.5% | -29.7% | +38.2% | +8.6% |
| 3Y | +84.6% | +136.2% | -51.6% | +72.6% |
| 5Y | +86.9% | +820.4% | -733.5% | +61.1% |
| 10Y | +205.1% | +839.8% | -634.7% | +139.9% |
| All | +205.1% | +915.9% | -710.8% | +139.9% |
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