+2.8%
MOS vs AEE
+205.5%
-202.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +19.7% | +2.3% | +17.3% | +19.0% |
| 30D | +21.5% | +11.6% | +9.9% | +18.0% |
| 3M | -0.4% | +5.5% | -5.9% | -1.9% |
| 6M | +4.5% | +6.0% | -1.5% | +2.7% |
| YTD | -2.9% | +16.6% | -19.5% | -7.2% |
| 1Y | -7.7% | +12.1% | -19.8% | -10.9% |
| 3Y | -25.6% | +64.2% | -89.9% | -36.3% |
| 5Y | -31.2% | +59.1% | -90.3% | -40.6% |
| 10Y | +2.8% | +210.2% | -207.4% | -6.0% |
| All | +2.8% | +205.5% | -202.7% | -6.0% |
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 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