+2,252.4%
AEP vs MOS
+123.1%
+2,129.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.8% | +21.6% | -24.4% | -4.8% |
| 30D | +3.6% | +12.0% | -8.3% | +2.3% |
| 3M | +1.8% | -3.9% | +5.7% | +1.8% |
| 6M | -3.1% | -3.3% | +0.2% | -3.4% |
| YTD | +12.2% | -4.6% | +16.9% | +11.6% |
| 1Y | +9.1% | -7.0% | +16.1% | +8.6% |
| 3Y | +77.9% | -24.4% | +102.3% | +78.5% |
| 5Y | +78.1% | -32.1% | +110.2% | +77.1% |
| 10Y | +187.8% | +10.3% | +177.5% | +156.2% |
| All | +2,252.4% | +123.1% | +2,129.2% | +1,478.7% |
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