+0.5%
MOS vs AEE
+875.5%
-875.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +21.6% | +2.1% | +19.5% | +20.6% |
| 30D | +12.0% | +11.4% | +0.6% | +6.4% |
| 3M | -3.9% | +5.0% | -8.9% | -6.1% |
| 6M | -3.3% | +4.4% | -7.8% | -5.7% |
| YTD | -4.6% | +15.4% | -20.0% | -11.6% |
| 1Y | -7.0% | +13.8% | -20.7% | -13.3% |
| 3Y | -24.4% | +58.0% | -82.4% | -41.2% |
| 5Y | -32.1% | +52.9% | -85.1% | -47.0% |
| 10Y | +10.3% | +205.1% | -194.8% | -45.9% |
| All | +0.5% | +875.5% | -875.0% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling