-90.1%
MARA vs AEP
+452.5%
-542.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.6% |
| 7D | +15.6% | +2.0% | +13.6% | +15.7% |
| 30D | +17.2% | +0.5% | +16.7% | +17.2% |
| 3M | -14.2% | -0.3% | -13.8% | -14.2% |
| 6M | +47.7% | -3.5% | +51.2% | +47.6% |
| YTD | +31.7% | +11.3% | +20.5% | +32.0% |
| 1Y | -22.2% | +20.2% | -42.4% | -21.9% |
| 3Y | +8.4% | +79.8% | -71.3% | +8.0% |
| 5Y | -68.3% | +65.6% | -133.8% | -68.1% |
| 10Y | -74.9% | +169.3% | -244.2% | -73.5% |
| All | -90.1% | +452.5% | -542.7% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling