+140.2%
MAS vs AEE
+184.9%
-44.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -5.6% | -2.3% | -3.3% | -4.6% |
| 3M | +4.4% | +0.2% | +4.2% | +4.4% |
| 6M | +7.2% | -4.7% | +11.9% | +9.5% |
| YTD | +16.1% | +8.1% | +8.0% | +12.2% |
| 1Y | +0.1% | +8.5% | -8.5% | -3.6% |
| 3Y | +28.3% | +48.9% | -20.6% | +5.7% |
| 5Y | +30.5% | +39.9% | -9.4% | +9.9% |
| All | +140.2% | +184.9% | -44.7% | +60.2% |
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