+504.6%
MAS vs AEE
+813.9%
-309.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +4.4% | +0.2% | +4.2% | +4.3% |
| 6M | +7.2% | -4.7% | +11.9% | +9.9% |
| YTD | +16.1% | +8.1% | +8.0% | +11.2% |
| 1Y | +0.1% | +8.5% | -8.5% | -4.5% |
| 3Y | +28.3% | +48.9% | -20.6% | +1.2% |
| 5Y | +30.5% | +39.9% | -9.4% | +5.4% |
| 10Y | +139.1% | +186.5% | -47.4% | +21.6% |
| All | +504.6% | +813.9% | -309.2% | +66.7% |
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