To put it simply .. EXPOSURE = aperture opening + shutter speed + ISO senstivity..
assuming ISO is fixed for all:
Aperture priority = you control aperture, camera gives shutter speed, + exposure compensation will slow shutter speed to make it brighter, - exposure compensation will speed up shutter speed to darken scene.
Shutter priority = you control shutter, camera gives aperture, + exposure compensation will open up aperture (smaller f) to make it brighter, - exposure compensation will tighten up aperture (higher f) to darken scene.
Manual = YOU control the two, so it doesn't make sense to still let the camera decide exposure compensation because you decided to control it yourself, so it depends on you which to adjust to brighten or darken the scene