+217.0%
MAS vs AEE
+216.2%
+0.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | +23.6% | +9.7% | +13.8% | +18.6% |
| 3M | +12.4% | +5.8% | +6.6% | +9.7% |
| 6M | +21.9% | +4.5% | +17.4% | +19.5% |
| YTD | +36.1% | +15.8% | +20.3% | +27.5% |
| 1Y | +39.5% | +10.8% | +28.7% | +33.2% |
| 3Y | +59.1% | +62.8% | -3.7% | +26.1% |
| 5Y | +44.4% | +56.1% | -11.7% | +15.9% |
| 10Y | +217.0% | +216.4% | +0.5% | +106.1% |
| All | +217.0% | +216.2% | +0.7% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling