-37.5%
MUZ vs AEE
+6.3%
-43.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -9.9% | -9.9% |
| 7D | +45.8% | +2.1% | +43.7% | +40.0% |
| 30D | +99.8% | +11.4% | +88.5% | +67.9% |
| 3M | +12.0% | +5.0% | +7.0% | +1.8% |
| All | -37.5% | +6.3% | -43.9% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling