+16.9%
AEP vs MRNA
+485.7%
-468.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.1% |
| 7D | -0.9% | -1.1% | +0.1% | -0.9% |
| 30D | -1.1% | +126.1% | -127.2% | -0.8% |
| 3M | -3.3% | +190.0% | -193.3% | -2.8% |
| 6M | -4.6% | +157.2% | -161.9% | -4.1% |
| YTD | +9.4% | +388.2% | -378.8% | +10.1% |
| 1Y | +16.9% | +467.0% | -450.1% | +18.2% |
| All | +16.9% | +485.7% | -468.8% | +18.2% |
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