+1,192.7%
MRVL vs AEP
+1,188.5%
+4.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | +11.0% | +2.9% | +8.1% | +10.1% |
| 30D | -36.1% | +3.2% | -39.3% | -36.8% |
| 3M | -29.4% | +3.8% | -33.2% | -30.3% |
| 6M | -11.9% | +2.5% | -14.4% | -13.0% |
| YTD | +84.8% | +15.5% | +69.3% | +74.9% |
| 1Y | +79.4% | +9.6% | +69.8% | +72.7% |
| 3Y | +195.7% | +91.2% | +104.6% | +127.1% |
| 5Y | +117.2% | +88.2% | +29.0% | +66.4% |
| 10Y | +1,193.7% | +205.1% | +988.7% | +693.1% |
| All | +1,192.7% | +1,188.5% | +4.2% | +270.2% |
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