+2,396.1%
MUU vs AEIS
+174.6%
+2,221.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -9.1% |
| 7D | -8.2% | +2.3% | -10.5% | -12.2% |
| 30D | +10.2% | -14.8% | +25.0% | +41.1% |
| 3M | -26.5% | -15.6% | -10.9% | +5.1% |
| 6M | +227.2% | -8.7% | +235.9% | +296.5% |
| YTD | +527.4% | +37.3% | +490.1% | +277.2% |
| 1Y | +1,843.7% | +80.3% | +1,763.3% | +651.9% |
| All | +2,396.1% | +174.6% | +2,221.5% | +438.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling