+67.6%
AEP vs MOS
-8.7%
+76.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +1.8% | +9.5% | -7.7% | +1.2% |
| 30D | -0.8% | +10.4% | -11.2% | -1.5% |
| 3M | -1.8% | +12.9% | -14.7% | -2.8% |
| 6M | -5.4% | +1.2% | -6.6% | -5.8% |
| YTD | +10.4% | +9.3% | +1.1% | +9.1% |
| 1Y | +18.2% | -18.0% | +36.1% | +19.2% |
| 3Y | +79.0% | -29.0% | +108.0% | +80.8% |
| All | +67.6% | -8.7% | +76.4% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling