+39.3%
MTZ vs AEE
+10.3%
+29.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.7% |
| 7D | +3.6% | +1.3% | +2.2% | +3.5% |
| 30D | -9.6% | -1.2% | -8.4% | -9.6% |
| 3M | -31.9% | +1.0% | -33.0% | -33.5% |
| 6M | -13.8% | -2.3% | -11.5% | -14.7% |
| YTD | +13.3% | +9.1% | +4.1% | +11.6% |
| 1Y | +39.3% | +10.6% | +28.7% | +38.4% |
| All | +39.3% | +10.3% | +29.0% | +38.4% |
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