+290.9%
MRVL vs AEP
+64.9%
+226.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | +13.8% | +0.9% | +12.9% | +13.8% |
| 30D | +12.7% | +1.5% | +11.2% | +12.6% |
| 3M | -11.9% | -1.7% | -10.2% | -12.0% |
| 6M | +153.8% | -4.0% | +157.9% | +153.5% |
| YTD | +177.0% | +10.6% | +166.4% | +174.6% |
| 1Y | +252.3% | +18.6% | +233.7% | +247.8% |
| 3Y | +325.5% | +78.7% | +246.9% | +272.5% |
| 5Y | +290.9% | +65.1% | +225.8% | +259.9% |
| All | +290.9% | +64.9% | +226.0% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling