+86.9%
AEP vs MOS
-29.3%
+116.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +0.7% | +5.5% | -4.7% | +0.4% |
| 30D | +4.8% | +21.0% | -16.2% | +3.4% |
| 3M | +5.4% | -0.5% | +5.8% | +5.2% |
| 6M | +0.4% | +6.6% | -6.2% | -0.5% |
| YTD | +15.5% | -2.8% | +18.3% | +14.8% |
| 1Y | +8.5% | -8.1% | +16.6% | +8.2% |
| 3Y | +84.6% | -25.6% | +110.2% | +85.6% |
| 5Y | +86.9% | -29.8% | +116.7% | +86.5% |
| All | +86.9% | -29.3% | +116.2% | +86.5% |
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