-34.0%
MOS vs AEE
+56.1%
-90.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +13.5% | +8.8% | +4.6% | +10.3% |
| 3M | -2.9% | +5.1% | -8.0% | -4.6% |
| 6M | -1.0% | +5.2% | -6.1% | -2.9% |
| YTD | -7.2% | +16.1% | -23.3% | -12.5% |
| 1Y | -11.4% | +10.4% | -21.8% | -14.9% |
| 3Y | -29.0% | +63.1% | -92.1% | -43.5% |
| 5Y | -34.0% | +55.6% | -89.6% | -49.6% |
| All | -34.0% | +56.1% | -90.1% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling