+67.2%
AEP vs MRNA
-67.9%
+135.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -3.3% | +190.0% | -193.3% | -4.7% |
| 6M | -4.6% | +157.2% | -161.9% | -5.9% |
| YTD | +9.4% | +388.2% | -378.8% | +6.4% |
| 1Y | +16.9% | +467.0% | -450.1% | +13.2% |
| 3Y | +76.6% | +36.1% | +40.6% | +75.9% |
| All | +67.2% | -67.9% | +135.0% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling