+2,214.6%
AEP vs MOD
+3,565.2%
-1,350.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.5% |
| 7D | +1.8% | +9.6% | -7.8% | +1.0% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | -1.8% | -35.4% | +33.5% | +1.1% |
| 6M | -5.4% | -7.3% | +1.9% | -5.9% |
| YTD | +10.4% | +45.8% | -35.4% | +5.4% |
| 1Y | +18.2% | +43.1% | -25.0% | +12.3% |
| 3Y | +79.0% | +297.7% | -218.7% | +48.9% |
| 5Y | +64.8% | +1,478.8% | -1,413.9% | +17.2% |
| 10Y | +170.8% | +1,633.4% | -1,462.5% | +74.0% |
| All | +2,214.6% | +3,565.2% | -1,350.6% | +1,049.3% |
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