+77.9%
AEP vs MOD
+129.2%
-51.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.1% |
| 7D | -2.8% | -25.5% | +22.7% | -3.3% |
| 30D | +3.6% | -49.0% | +52.6% | +2.6% |
| 3M | +1.8% | -49.8% | +51.6% | +0.7% |
| 6M | -3.1% | -64.8% | +61.6% | -4.7% |
| YTD | +12.2% | -27.6% | +39.9% | +12.8% |
| 1Y | +9.1% | -35.2% | +44.3% | +9.5% |
| 3Y | +77.9% | +137.1% | -59.2% | +74.2% |
| All | +77.9% | +129.2% | -51.3% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling