+61.7%
MAS vs AEE
+57.6%
+4.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.6% | +2.4% | +2.2% | +3.6% |
| 30D | +19.9% | +10.9% | +8.9% | +15.1% |
| 3M | +8.9% | +4.3% | +4.6% | +7.1% |
| 6M | +20.2% | +2.5% | +17.7% | +18.9% |
| YTD | +33.9% | +15.3% | +18.5% | +27.5% |
| 1Y | +34.7% | +14.6% | +20.1% | +28.4% |
| All | +61.7% | +57.6% | +4.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling