+12.6%
MOS vs AEE
+183.4%
-170.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +7.1% | +0.6% | +6.5% | +6.9% |
| 30D | +15.0% | -1.9% | +17.0% | +15.5% |
| 3M | +24.1% | +0.3% | +23.8% | +23.7% |
| 6M | +2.7% | -3.0% | +5.7% | +3.3% |
| YTD | +12.2% | +8.4% | +3.8% | +9.4% |
| 1Y | -16.3% | +9.8% | -26.1% | -18.8% |
| 3Y | -23.3% | +47.4% | -70.7% | -32.3% |
| 5Y | -4.2% | +38.9% | -43.0% | -14.3% |
| 10Y | +12.6% | +183.7% | -171.1% | -1.8% |
| All | +12.6% | +183.4% | -170.8% | -1.8% |
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