+2,252.4%
AEP vs MOD
+1,638.7%
+613.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.6% |
| 7D | -2.8% | -25.5% | +22.7% | -0.8% |
| 30D | +3.6% | -49.0% | +52.6% | +8.8% |
| 3M | +1.8% | -49.8% | +51.6% | +6.8% |
| 6M | -3.1% | -64.8% | +61.6% | +3.8% |
| YTD | +12.2% | -27.6% | +39.9% | +12.6% |
| 1Y | +9.1% | -35.2% | +44.3% | +10.1% |
| 3Y | +77.9% | +137.1% | -59.2% | +53.3% |
| 5Y | +78.1% | +760.3% | -682.2% | +32.1% |
| 10Y | +187.8% | +938.8% | -751.0% | +90.6% |
| All | +2,252.4% | +1,638.7% | +613.7% | +1,130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling