+215.9%
MAS vs AEE
+202.7%
+13.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | +2.0% | +2.1% | -0.1% | +1.1% |
| 30D | +19.4% | +11.4% | +8.0% | +13.8% |
| 3M | +9.4% | +5.0% | +4.5% | +7.1% |
| 6M | +15.3% | +4.4% | +10.9% | +13.1% |
| YTD | +31.3% | +15.4% | +15.9% | +23.3% |
| 1Y | +34.9% | +13.8% | +21.1% | +27.3% |
| 3Y | +58.6% | +58.0% | +0.6% | +27.7% |
| 5Y | +40.7% | +52.9% | -12.3% | +14.2% |
| All | +215.9% | +202.7% | +13.2% | +119.9% |
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