+167.9%
AEIS vs REPL
-25.2%
+193.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.4% |
| 7D | +3.0% | -3.0% | +5.9% | +3.0% |
| 30D | -14.6% | +27.1% | -41.8% | -15.3% |
| 3M | -12.4% | +52.4% | -64.8% | -14.7% |
| 6M | -15.0% | +107.4% | -122.4% | -19.2% |
| YTD | +34.3% | +54.7% | -20.4% | +28.7% |
| 1Y | +87.4% | +158.9% | -71.5% | +73.3% |
| All | +167.9% | -25.2% | +193.2% | +130.7% |
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