-32.6%
MOD vs AEE
+13.9%
-46.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.5% | -23.9% | -20.8% |
| 7D | -31.3% | +4.7% | -36.0% | -30.7% |
| 30D | -46.1% | +13.4% | -59.5% | -45.8% |
| 3M | -51.1% | +4.1% | -55.2% | -50.6% |
| 6M | -62.1% | +2.0% | -64.1% | -61.5% |
| YTD | -26.2% | +15.6% | -41.8% | -28.2% |
| 1Y | -32.6% | +14.1% | -46.7% | -33.9% |
| All | -32.6% | +13.9% | -46.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling