-33.5%
MOD vs AEE
+12.7%
-46.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.8% | +10.1% |
| 7D | -13.9% | +2.3% | -16.3% | -13.1% |
| 30D | -41.5% | +11.6% | -53.1% | -40.8% |
| 3M | -45.7% | +5.5% | -51.2% | -45.0% |
| 6M | -61.1% | +6.0% | -67.1% | -60.8% |
| YTD | -20.5% | +16.6% | -37.1% | -21.4% |
| All | -33.5% | +12.7% | -46.3% | -34.0% |
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