+274.0%
AEIS vs REPL
+39.1%
+234.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.0% | +8.4% | +11.1% |
| 7D | +1.0% | +14.2% | -13.2% | 0.0% |
| 30D | -24.0% | +65.9% | -89.9% | -27.0% |
| 3M | -32.5% | +84.6% | -117.1% | -35.9% |
| 6M | -38.6% | +446.9% | -485.5% | -49.7% |
| YTD | +4.8% | +129.0% | -124.2% | -12.5% |
| 1Y | +1.3% | +167.9% | -166.5% | -16.8% |
| 3Y | +159.2% | +93.9% | +65.3% | +62.6% |
| 5Y | +140.8% | -33.0% | +173.8% | +76.2% |
| All | +274.0% | +39.1% | +234.9% | +93.8% |
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