+10.5%
MUB vs AEIS
+160.4%
-149.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +0.6% | -6.9% | +7.5% | +0.7% |
| 30D | +3.4% | -23.2% | +26.6% | +3.6% |
| 3M | -0.7% | -29.5% | +28.8% | -0.4% |
| 6M | -1.0% | -37.9% | +36.9% | -0.7% |
| YTD | 0.0% | +6.0% | -6.0% | -0.3% |
| 1Y | +0.4% | +1.2% | -0.9% | +0.1% |
| 3Y | +10.5% | +150.0% | -139.5% | +7.6% |
| All | +10.5% | +160.4% | -149.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling