-8.8%
MOS vs AEE
+12.7%
-21.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | +19.7% | +2.3% | +17.3% | +18.9% |
| 30D | +21.5% | +11.6% | +9.9% | +19.5% |
| 3M | -0.4% | +5.5% | -5.9% | -1.6% |
| 6M | +4.5% | +6.0% | -1.5% | +3.6% |
| YTD | -2.9% | +16.6% | -19.5% | -4.8% |
| All | -8.8% | +12.7% | -21.5% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling