+127.6%
MOD vs AEE
+63.2%
+64.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +16.1% | +0.6% | +15.5% | +16.1% |
| 30D | -38.5% | +8.8% | -47.3% | -38.5% |
| 3M | -46.8% | +5.1% | -51.9% | -46.7% |
| 6M | -61.6% | +5.2% | -66.7% | -61.6% |
| YTD | -20.5% | +16.1% | -36.6% | -20.9% |
| 1Y | -28.0% | +10.4% | -38.5% | -28.2% |
| All | +127.6% | +63.2% | +64.4% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling