+839.8%
MOD vs AEE
+216.2%
+623.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +8.2% | +0.2% | +8.1% | +8.2% |
| 30D | -38.2% | +9.7% | -47.9% | -39.8% |
| 3M | -46.2% | +5.8% | -52.0% | -47.2% |
| 6M | -62.5% | +4.5% | -67.0% | -63.2% |
| YTD | -20.1% | +15.8% | -35.9% | -23.8% |
| 1Y | -29.7% | +10.8% | -40.4% | -32.1% |
| 3Y | +136.2% | +62.8% | +73.4% | +102.3% |
| 5Y | +820.4% | +56.1% | +764.3% | +692.6% |
| 10Y | +839.8% | +216.4% | +623.4% | +593.2% |
| All | +839.8% | +216.2% | +623.6% | +593.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling