+74.1%
MUB vs AEIS
+1,290.8%
-1,216.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.3% |
| 7D | -1.3% | +11.5% | -12.8% | -1.4% |
| 30D | +2.2% | -15.8% | +17.9% | +2.3% |
| 3M | -1.6% | -33.3% | +31.7% | -1.2% |
| 6M | -1.3% | -35.2% | +33.9% | -1.0% |
| YTD | -0.7% | +5.0% | -5.7% | -1.0% |
| 1Y | -0.2% | +8.5% | -8.7% | -0.6% |
| 3Y | +9.6% | +152.9% | -143.3% | +7.8% |
| 5Y | +2.6% | +144.6% | -142.1% | +0.7% |
| 10Y | +21.5% | +337.1% | -315.6% | +18.0% |
| All | +74.1% | +1,290.8% | -1,216.7% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling