+597.2%
MAS vs AEE
+875.2%
-278.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.6% | +2.4% | +2.2% | +3.3% |
| 30D | +19.9% | +10.9% | +8.9% | +13.5% |
| 3M | +8.9% | +4.3% | +4.6% | +6.6% |
| 6M | +20.2% | +2.5% | +17.7% | +18.5% |
| YTD | +33.9% | +15.3% | +18.5% | +24.0% |
| 1Y | +34.7% | +14.6% | +20.1% | +25.0% |
| 3Y | +60.4% | +57.5% | +2.9% | +23.2% |
| 5Y | +43.5% | +52.9% | -9.4% | +10.7% |
| 10Y | +226.7% | +205.0% | +21.7% | +61.0% |
| All | +597.2% | +875.2% | -278.0% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling