-74.1%
MARA vs AEP
+174.9%
-249.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +5.9% | -0.9% | +6.9% | +5.9% |
| 30D | +24.3% | -1.1% | +25.3% | +24.3% |
| 3M | -12.0% | -3.3% | -8.7% | -12.0% |
| 6M | +40.1% | -4.6% | +44.8% | +40.1% |
| YTD | +33.4% | +9.4% | +24.0% | +33.6% |
| 1Y | -23.7% | +16.9% | -40.7% | -23.5% |
| 3Y | +19.0% | +76.6% | -57.7% | +17.8% |
| 5Y | -66.5% | +66.2% | -132.7% | -66.2% |
| All | -74.1% | +174.9% | -249.0% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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