+381.7%
AEM vs MUB
+76.5%
+305.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -6.8% | -1.3% | -5.6% | -5.8% |
| 30D | +0.8% | +2.2% | -1.4% | -0.9% |
| 3M | -0.8% | -1.6% | +0.8% | +0.6% |
| 6M | -8.5% | -1.3% | -7.2% | -7.4% |
| YTD | +5.9% | -0.7% | +6.6% | +6.9% |
| 1Y | +6.6% | -0.2% | +6.8% | +7.2% |
| 3Y | +302.2% | +9.6% | +292.6% | +278.2% |
| 5Y | +250.8% | +2.6% | +248.2% | +242.9% |
| 10Y | +406.1% | +21.5% | +384.6% | +365.9% |
| All | +381.7% | +76.5% | +305.2% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling