+622.1%
MAS vs AEE
+877.5%
-255.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.2% | +4.3% |
| 7D | +14.2% | +4.7% | +9.5% | +11.5% |
| 30D | +26.8% | +13.4% | +13.4% | +18.6% |
| 3M | +13.1% | +4.1% | +9.1% | +10.8% |
| 6M | +27.9% | +2.0% | +25.9% | +26.5% |
| YTD | +38.7% | +15.6% | +23.0% | +28.2% |
| 1Y | +40.4% | +14.1% | +26.3% | +30.6% |
| 3Y | +66.1% | +57.9% | +8.2% | +27.4% |
| 5Y | +47.4% | +55.3% | -7.9% | +12.8% |
| 10Y | +238.3% | +205.7% | +32.6% | +66.5% |
| All | +622.1% | +877.5% | -255.4% | +92.1% |
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