+194.6%
AEP vs MOS
+6.2%
+188.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.3% |
| 7D | -1.5% | +19.7% | -21.2% | -2.4% |
| 30D | +4.5% | +21.5% | -17.0% | +3.5% |
| 3M | +2.8% | -0.4% | +3.3% | +2.7% |
| 6M | -0.7% | +4.5% | -5.2% | -1.1% |
| YTD | +13.8% | -2.9% | +16.7% | +13.4% |
| 1Y | +9.0% | -7.7% | +16.7% | +8.8% |
| 3Y | +83.0% | -25.6% | +108.6% | +83.5% |
| 5Y | +83.3% | -31.2% | +114.4% | +84.1% |
| 10Y | +194.6% | +2.8% | +191.8% | +186.8% |
| All | +194.6% | +6.2% | +188.4% | +186.8% |
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