+118.8%
MRVL vs AEIS
+142.3%
-23.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -1.3% |
| 7D | +11.0% | +11.5% | -0.5% | +1.2% |
| 30D | -36.1% | -15.8% | -20.3% | -26.1% |
| 3M | -29.4% | -33.3% | +3.9% | -1.4% |
| 6M | -11.9% | -35.2% | +23.3% | +28.1% |
| YTD | +84.8% | +5.0% | +79.8% | +62.6% |
| 1Y | +79.4% | +8.5% | +70.9% | +52.9% |
| 3Y | +195.7% | +152.9% | +42.9% | +3.2% |
| All | +118.8% | +142.3% | -23.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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