+166.4%
MTZ vs AEE
+42.4%
+124.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.5% | +3.7% |
| 7D | +3.6% | +0.6% | +2.9% | +3.4% |
| 30D | -9.6% | -1.9% | -7.7% | -9.2% |
| 3M | -31.9% | +0.3% | -32.2% | -32.4% |
| 6M | -13.8% | -3.0% | -10.8% | -13.6% |
| YTD | +13.3% | +8.4% | +4.9% | +10.0% |
| 1Y | +39.3% | +9.8% | +29.5% | +34.6% |
| 3Y | +168.3% | +47.4% | +120.9% | +134.6% |
| 5Y | +166.4% | +38.9% | +127.5% | +138.3% |
| All | +166.4% | +42.4% | +124.0% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling