+2,444.0%
MULL vs AEIS
+148.1%
+2,295.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -7.6% |
| 7D | +14.0% | +8.1% | +5.9% | +0.1% |
| 30D | +24.8% | -11.1% | +35.9% | +49.7% |
| 3M | -16.1% | -5.6% | -10.5% | +2.7% |
| 6M | +330.9% | -0.6% | +331.5% | +357.6% |
| YTD | +545.0% | +38.0% | +507.0% | +287.9% |
| 1Y | +2,427.1% | +87.2% | +2,339.9% | +827.7% |
| All | +2,444.0% | +148.1% | +2,295.8% | +504.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling