-37.5%
MUZ vs AEIS
-37.4%
-0.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.1% | -16.0% | 0.0% |
| 7D | +45.8% | -11.3% | +57.1% | +31.4% |
| 30D | +99.8% | -32.6% | +132.4% | +23.1% |
| 3M | +12.0% | -39.2% | +51.1% | -39.6% |
| All | -37.5% | -37.4% | -0.1% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling