+16.8%
MUB vs AEE
+191.3%
-174.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -1.2% | -0.7% | -0.6% | -1.2% |
| 30D | -2.8% | -2.0% | -0.8% | -2.6% |
| 3M | -3.1% | -2.8% | -0.2% | -2.9% |
| 6M | -2.9% | -3.6% | +0.7% | -2.7% |
| YTD | -2.0% | +7.3% | -9.3% | -2.6% |
| 1Y | 0.0% | +8.7% | -8.7% | -0.7% |
| 3Y | +7.4% | +46.0% | -38.6% | +4.3% |
| 5Y | +0.8% | +39.8% | -39.0% | -2.1% |
| All | +16.8% | +191.3% | -174.5% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling