+152.9%
AEIS vs REPL
+97.7%
+55.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | +11.5% | +1.2% | +10.3% | +11.5% |
| 30D | -15.8% | +92.2% | -107.9% | -17.3% |
| 3M | -33.3% | +44.1% | -77.4% | -34.1% |
| 6M | -35.2% | +313.0% | -348.2% | -38.4% |
| YTD | +5.0% | +125.2% | -120.2% | -0.4% |
| 1Y | +8.5% | +143.8% | -135.3% | +2.6% |
| 3Y | +152.9% | +104.2% | +48.7% | +114.8% |
| All | +152.9% | +97.7% | +55.1% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling