+1,082.7%
MOD vs AEE
+56.4%
+1,026.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.1% | +26.8% | +27.7% |
| 7D | +40.4% | +1.7% | +38.7% | +40.1% |
| 30D | -14.0% | +9.7% | -23.7% | -15.5% |
| 3M | -33.3% | +5.9% | -39.3% | -34.1% |
| 6M | -51.4% | +6.7% | -58.1% | -52.2% |
| YTD | +1.6% | +17.4% | -15.7% | -2.1% |
| 1Y | +5.4% | +12.7% | -7.3% | +2.4% |
| 3Y | +191.0% | +68.2% | +122.8% | +155.7% |
| All | +1,082.7% | +56.4% | +1,026.3% | +942.1% |
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