+211.7%
AEP vs MOS
-3.5%
+215.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +2.9% | -2.0% | +4.8% | +3.0% |
| 30D | +3.2% | +15.3% | -12.1% | +2.4% |
| 3M | +3.8% | +1.5% | +2.3% | +3.6% |
| 6M | +2.5% | -2.0% | +4.5% | +2.3% |
| YTD | +15.5% | -6.5% | +22.0% | +15.2% |
| 1Y | +9.6% | -11.1% | +20.7% | +9.6% |
| 3Y | +91.2% | -30.3% | +121.4% | +92.3% |
| 5Y | +88.2% | -33.5% | +121.7% | +89.3% |
| All | +211.7% | -3.5% | +215.1% | +199.0% |
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