+2,802.6%
MULL vs AEIS
+93.3%
+2,709.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.4% | +8.1% |
| 7D | +17.3% | +3.0% | +14.3% | +12.5% |
| 30D | +23.5% | -14.6% | +38.1% | +57.1% |
| 3M | -24.0% | -12.4% | -11.5% | +8.3% |
| 6M | +276.7% | -15.0% | +291.7% | +419.9% |
| YTD | +565.1% | +34.3% | +530.8% | +340.9% |
| 1Y | +2,802.6% | +87.4% | +2,715.2% | +1,145.1% |
| All | +2,802.6% | +93.3% | +2,709.3% | +1,145.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling