+937.1%
AEP vs MOH
+1,330.6%
-393.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.3% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -0.1% | +3.0% | -3.0% | -0.4% |
| 3M | -3.2% | +1.2% | -4.4% | -3.5% |
| 6M | -5.3% | +41.7% | -47.0% | -9.0% |
| YTD | +9.5% | +15.4% | -5.9% | +6.7% |
| 1Y | +17.5% | +11.8% | +5.7% | +14.4% |
| 3Y | +77.0% | -37.5% | +114.5% | +79.6% |
| 5Y | +66.4% | -20.6% | +87.0% | +63.8% |
| 10Y | +175.1% | +255.8% | -80.7% | +126.1% |
| All | +937.1% | +1,330.6% | -393.5% | +625.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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