+297.8%
MOD vs AEE
+875.5%
-577.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | +2.1% | -27.6% | -26.7% |
| 30D | -49.0% | +11.4% | -60.4% | -52.5% |
| 3M | -49.8% | +5.0% | -54.8% | -51.6% |
| 6M | -64.8% | +4.4% | -69.2% | -66.2% |
| YTD | -27.6% | +15.4% | -43.0% | -34.7% |
| 1Y | -35.2% | +13.8% | -49.0% | -41.1% |
| 3Y | +137.1% | +58.0% | +79.1% | +71.3% |
| 5Y | +760.3% | +52.9% | +707.3% | +518.7% |
| 10Y | +938.8% | +205.1% | +733.7% | +311.0% |
| All | +297.8% | +875.5% | -577.7% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling