+343.5%
AEM vs MUB
+8.2%
+335.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.3% |
| 7D | +3.0% | -0.7% | +3.7% | +4.4% |
| 30D | +12.5% | -2.0% | +14.5% | +16.8% |
| 3M | +26.9% | -2.5% | +29.5% | +33.3% |
| 6M | -9.4% | -2.3% | -7.1% | -5.2% |
| YTD | +20.3% | -1.3% | +21.6% | +24.2% |
| 1Y | +33.8% | +1.1% | +32.7% | +33.6% |
| All | +343.5% | +8.2% | +335.3% | +310.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling