+4.0%
AA vs REPL
+36.8%
-32.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | -0.6% | +92.2% | -92.8% | -5.1% |
| 3M | -19.7% | +44.1% | -63.8% | -21.9% |
| 6M | -41.6% | +313.0% | -354.6% | -50.3% |
| YTD | -24.6% | +125.2% | -149.8% | -36.3% |
| 1Y | +4.9% | +143.8% | -138.9% | -12.0% |
| 3Y | +66.8% | +104.2% | -37.4% | +9.5% |
| 5Y | -19.4% | -34.5% | +15.1% | -38.8% |
| All | +4.0% | +36.8% | -32.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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