+42.2%
MAS vs AEE
+12.7%
+29.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.8% |
| 7D | +3.3% | +2.3% | +0.9% | +1.7% |
| 30D | +25.5% | +11.6% | +13.9% | +16.8% |
| 3M | +11.8% | +5.5% | +6.3% | +7.7% |
| 6M | +21.3% | +6.0% | +15.3% | +16.5% |
| YTD | +37.7% | +16.6% | +21.2% | +22.3% |
| All | +42.2% | +12.7% | +29.5% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling