+105.8%
AEP vs MRNA
+516.4%
-410.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | +0.9% | -10.1% | +11.0% | +1.0% |
| 30D | +1.5% | +126.7% | -125.2% | -0.2% |
| 3M | -1.7% | +184.1% | -185.8% | -3.9% |
| 6M | -4.0% | +143.3% | -147.3% | -6.0% |
| YTD | +10.6% | +359.9% | -349.3% | +6.8% |
| 1Y | +18.6% | +454.2% | -435.6% | +13.9% |
| 3Y | +78.7% | +26.0% | +52.7% | +76.2% |
| 5Y | +65.1% | -70.3% | +135.3% | +66.2% |
| All | +105.8% | +516.4% | -410.6% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling