+211.7%
AEP vs MOD
+1,079.7%
-868.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.7% | -0.5% |
| 7D | +2.9% | +40.4% | -37.5% | +1.9% |
| 30D | +3.2% | -14.0% | +17.2% | +3.4% |
| 3M | +3.8% | -33.3% | +37.2% | +4.6% |
| 6M | +2.5% | -51.4% | +53.9% | +3.9% |
| YTD | +15.5% | +1.6% | +13.9% | +14.5% |
| 1Y | +9.6% | +5.4% | +4.2% | +8.5% |
| 3Y | +91.2% | +191.0% | -99.8% | +77.8% |
| 5Y | +88.2% | +1,093.1% | -1,004.9% | +60.9% |
| All | +211.7% | +1,079.7% | -868.0% | +143.9% |
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