-48.3%
MUZ vs AEE
+6.5%
-54.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +2.5% | +11.8% | +8.7% |
| 7D | +47.2% | +4.7% | +42.5% | +34.9% |
| 30D | +57.1% | +13.4% | +43.7% | +29.0% |
| 3M | -5.3% | +4.1% | -9.3% | -12.2% |
| All | -48.3% | +6.5% | -54.8% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling