+73.9%
MUB vs AEE
+338.1%
-264.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -1.4% | -2.3% | +0.9% | -1.3% |
| 3M | -2.2% | +0.2% | -2.4% | -2.2% |
| 6M | -1.9% | -4.7% | +2.9% | -1.7% |
| YTD | -0.8% | +8.1% | -8.9% | -1.2% |
| 1Y | +2.7% | +8.5% | -5.8% | +2.3% |
| 3Y | +8.6% | +48.9% | -40.3% | +6.3% |
| 5Y | +2.0% | +39.9% | -37.9% | 0.0% |
| 10Y | +17.9% | +186.5% | -168.6% | +12.2% |
| All | +73.9% | +338.1% | -264.2% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling