+475.1%
MULL vs AEIS
+6.2%
+468.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -11.1% | -2.6% | +2.5% |
| 7D | -35.9% | -12.7% | -23.2% | -21.9% |
| 30D | -47.3% | -28.8% | -18.5% | -13.2% |
| 3M | -30.6% | -38.0% | +7.4% | +38.5% |
| 6M | +13.7% | -45.3% | +59.0% | +196.6% |
| YTD | +272.1% | +1.1% | +271.0% | +274.9% |
| 1Y | +475.1% | +8.6% | +466.4% | +439.2% |
| All | +475.1% | +6.2% | +468.8% | +439.2% |
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