+124.8%
AA vs MUB
+17.9%
+106.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | +1.7% | -0.3% | +1.9% | +2.0% |
| 30D | +3.3% | -1.5% | +4.9% | +5.4% |
| 3M | -29.4% | -1.9% | -27.5% | -27.6% |
| 6M | -12.8% | -1.7% | -11.1% | -10.7% |
| YTD | -2.1% | -0.8% | -1.3% | -1.0% |
| 1Y | +62.8% | +1.5% | +61.3% | +60.1% |
| 3Y | +90.5% | +8.8% | +81.7% | +72.1% |
| 5Y | +19.1% | +2.0% | +17.1% | +14.4% |
| 10Y | +124.8% | +18.0% | +106.8% | +159.0% |
| All | +124.8% | +17.9% | +106.9% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling