+10.8%
AEP vs MRNA
+945.0%
-934.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.1% | -13.6% | -0.4% |
| 7D | +0.8% | +20.6% | -19.8% | +0.9% |
| 30D | +7.9% | +27.1% | -19.2% | +8.0% |
| 3M | +1.5% | +353.4% | -351.9% | +1.7% |
| 6M | -2.6% | +446.3% | -448.8% | -2.2% |
| YTD | +14.7% | +776.2% | -761.5% | +13.7% |
| 1Y | +10.8% | +987.9% | -977.2% | +6.5% |
| All | +10.8% | +945.0% | -934.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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 · 6 months rolling