+3.5%
AA vs REPL
+35.1%
-31.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.4% |
| 7D | +0.9% | +22.8% | -21.9% | -0.5% |
| 30D | -6.7% | +63.8% | -70.5% | -10.0% |
| 3M | -16.3% | +68.1% | -84.5% | -19.7% |
| 6M | -37.1% | +528.5% | -565.6% | -48.6% |
| YTD | -25.0% | +122.4% | -147.4% | -36.5% |
| 1Y | +8.6% | +154.4% | -145.8% | -9.2% |
| 3Y | +57.2% | +68.0% | -10.8% | +6.4% |
| 5Y | -13.0% | -35.4% | +22.3% | -33.8% |
| All | +3.5% | +35.1% | -31.7% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling