+87.2%
AEIS vs REPL
+136.7%
-49.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +2.8% |
| 7D | +8.1% | -5.7% | +13.9% | +8.2% |
| 30D | -11.1% | +22.5% | -33.6% | -11.4% |
| 3M | -5.6% | +64.7% | -70.3% | -7.1% |
| 6M | -0.6% | +83.0% | -83.7% | -1.2% |
| YTD | +38.0% | +52.0% | -13.9% | +37.2% |
| 1Y | +87.2% | +144.5% | -57.3% | +84.1% |
| All | +87.2% | +136.7% | -49.5% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling