-74.1%
MARA vs AEE
+191.1%
-265.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.8% |
| 7D | +5.9% | -0.8% | +6.7% | +6.0% |
| 30D | +24.3% | -2.9% | +27.2% | +24.7% |
| 3M | -12.0% | -2.4% | -9.6% | -11.8% |
| 6M | +40.1% | -2.7% | +42.8% | +40.5% |
| YTD | +33.4% | +7.3% | +26.1% | +32.1% |
| 1Y | -23.7% | +7.5% | -31.3% | -24.5% |
| 3Y | +19.0% | +46.2% | -27.2% | +13.4% |
| 5Y | -66.5% | +39.7% | -106.2% | -67.8% |
| All | -74.1% | +191.1% | -265.2% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling