-0.2%
MUB vs AEE
+12.0%
-12.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -1.3% | +1.7% | -3.0% | -1.3% |
| 30D | +2.2% | +9.7% | -7.6% | +1.7% |
| 3M | -1.6% | +5.9% | -7.5% | -1.9% |
| 6M | -1.3% | +6.7% | -8.0% | -1.7% |
| YTD | -0.7% | +17.4% | -18.0% | -1.4% |
| 1Y | -0.2% | +12.7% | -12.9% | -0.6% |
| All | -0.2% | +12.0% | -12.2% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling