+753.4%
MOD vs AEE
+52.8%
+700.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | +2.1% | -27.6% | -25.8% |
| 30D | -49.0% | +11.4% | -60.4% | -50.1% |
| 3M | -49.8% | +5.0% | -54.8% | -50.3% |
| 6M | -64.8% | +4.4% | -69.2% | -65.2% |
| YTD | -27.6% | +15.4% | -43.0% | -30.1% |
| 1Y | -35.2% | +13.8% | -49.0% | -37.2% |
| 3Y | +137.1% | +58.0% | +79.1% | +112.6% |
| All | +753.4% | +52.8% | +700.6% | +637.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling