+2,214.6%
AEP vs MOS
+155.8%
+2,058.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +1.8% | +9.5% | -7.7% | +0.9% |
| 30D | -0.8% | +10.4% | -11.2% | -1.8% |
| 3M | -1.8% | +12.9% | -14.7% | -3.3% |
| 6M | -5.4% | +1.2% | -6.6% | -6.1% |
| YTD | +10.4% | +9.3% | +1.1% | +8.6% |
| 1Y | +18.2% | -18.0% | +36.1% | +19.2% |
| 3Y | +79.0% | -29.0% | +108.0% | +81.0% |
| 5Y | +64.8% | -9.6% | +74.4% | +59.6% |
| 10Y | +170.8% | +6.1% | +164.8% | +143.3% |
| All | +2,214.6% | +155.8% | +2,058.8% | +1,437.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling