-9.6%
MOS vs AEE
+40.8%
-50.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +10.4% | -2.3% | +12.7% | +11.1% |
| 3M | +12.9% | +0.2% | +12.7% | +12.4% |
| 6M | +1.2% | -4.7% | +6.0% | +2.5% |
| YTD | +9.3% | +8.1% | +1.2% | +5.9% |
| 1Y | -18.0% | +8.5% | -26.5% | -20.7% |
| 3Y | -29.0% | +48.9% | -77.9% | -40.4% |
| All | -9.6% | +40.8% | -50.3% | -22.3% |
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