+261.9%
MOH vs AEE
+191.1%
+70.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -0.9% | -2.9% | +2.0% | +0.3% |
| 3M | +5.7% | -2.4% | +8.1% | +6.6% |
| 6M | +39.1% | -2.7% | +41.8% | +40.2% |
| YTD | +17.7% | +7.3% | +10.4% | +13.6% |
| 1Y | +8.4% | +7.5% | +0.8% | +4.5% |
| 3Y | -36.6% | +46.2% | -82.8% | -47.4% |
| 5Y | -19.1% | +39.7% | -58.8% | -32.0% |
| All | +261.9% | +191.1% | +70.8% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling