+9.1%
AEP vs MOS
-11.3%
+20.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.8% | +21.6% | -24.4% | -2.8% |
| 30D | +3.6% | +12.0% | -8.3% | +3.7% |
| 3M | +1.8% | -3.9% | +5.7% | +1.9% |
| 6M | -3.1% | -3.3% | +0.2% | -3.0% |
| YTD | +12.2% | -4.6% | +16.9% | +11.6% |
| 1Y | +9.1% | -7.0% | +16.1% | +8.0% |
| All | +9.1% | -11.3% | +20.5% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling