+9.4%
AA vs REPL
+39.1%
-29.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +5.6% |
| 7D | +4.8% | +14.2% | -9.4% | +3.9% |
| 30D | -0.6% | +65.9% | -66.5% | -4.2% |
| 3M | -16.3% | +84.6% | -100.8% | -20.0% |
| 6M | -33.4% | +446.9% | -480.3% | -44.8% |
| YTD | -20.7% | +129.0% | -149.7% | -33.0% |
| 1Y | +12.9% | +167.9% | -154.9% | -6.0% |
| 3Y | +75.7% | +93.9% | -18.2% | +16.6% |
| 5Y | -6.8% | -33.0% | +26.2% | -29.3% |
| All | +9.4% | +39.1% | -29.7% | -43.5% |
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