+2,330.7%
MULL vs AEE
+20.6%
+2,310.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.7% |
| 7D | +3.6% | -0.7% | +4.3% | +3.4% |
| 30D | +22.0% | -2.0% | +24.0% | +21.4% |
| 3M | -8.6% | -2.8% | -5.8% | -9.3% |
| 6M | +248.5% | -3.6% | +252.1% | +248.3% |
| YTD | +516.3% | +7.3% | +509.0% | +498.5% |
| 1Y | +2,036.6% | +8.7% | +2,027.9% | +1,950.4% |
| All | +2,330.7% | +20.6% | +2,310.1% | +2,735.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling