+41.7%
MOH vs AEE
-3.1%
+44.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.4% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +3.0% | -2.0% | +4.9% | +3.4% |
| 3M | +1.2% | -2.8% | +4.0% | +2.5% |
| 6M | +41.7% | -3.6% | +45.3% | +42.1% |
| All | +41.7% | -3.1% | +44.9% | +42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling