+80.5%
AEP vs MOS
-32.4%
+112.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.8% | +21.6% | -24.4% | -4.2% |
| 30D | +3.6% | +12.0% | -8.3% | +2.8% |
| 3M | +1.8% | -3.9% | +5.7% | +1.9% |
| 6M | -3.1% | -3.3% | +0.2% | -3.2% |
| YTD | +12.2% | -4.6% | +16.9% | +11.7% |
| 1Y | +9.1% | -7.0% | +16.1% | +8.7% |
| 3Y | +77.9% | -24.4% | +102.3% | +78.4% |
| All | +80.5% | -32.4% | +112.9% | +83.6% |
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