+203.2%
AEP vs MOS
+3.2%
+200.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -0.8% | +24.8% | -25.6% | -1.9% |
| 30D | +4.9% | +22.7% | -17.8% | +3.8% |
| 3M | +4.9% | -1.2% | +6.1% | +4.8% |
| 6M | -0.3% | +5.5% | -5.8% | -0.8% |
| YTD | +14.3% | -2.0% | +16.2% | +13.8% |
| 1Y | +7.5% | -7.9% | +15.5% | +7.3% |
| 3Y | +82.6% | -25.0% | +107.6% | +83.1% |
| 5Y | +81.5% | -27.7% | +109.2% | +81.9% |
| 10Y | +203.2% | -1.6% | +204.7% | +189.4% |
| All | +203.2% | +3.2% | +200.0% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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