+211.0%
AEP vs MUB
+22.3%
+188.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.9% |
| 7D | +2.5% | -0.8% | +3.3% | +3.6% |
| 30D | +3.4% | +2.4% | +1.0% | +0.1% |
| 3M | +4.2% | -1.1% | +5.3% | +5.8% |
| 6M | -0.8% | -1.0% | +0.2% | +0.5% |
| YTD | +15.2% | -0.3% | +15.5% | +15.7% |
| 1Y | +8.3% | 0.0% | +8.3% | +8.3% |
| 3Y | +84.2% | +10.2% | +74.0% | +61.8% |
| 5Y | +87.8% | +2.9% | +84.9% | +80.5% |
| All | +211.0% | +22.3% | +188.8% | +131.8% |
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