+111.0%
AEIS vs REPL
-35.6%
+146.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.0% | -1.9% | +5.8% |
| 7D | -11.3% | +22.8% | -34.1% | -12.1% |
| 30D | -32.6% | +63.8% | -96.4% | -34.1% |
| 3M | -39.2% | +68.1% | -107.3% | -40.7% |
| 6M | -45.4% | +528.5% | -573.9% | -51.3% |
| YTD | -5.8% | +122.4% | -128.2% | -14.2% |
| 1Y | -10.0% | +154.4% | -164.3% | -18.7% |
| 3Y | +121.2% | +68.0% | +53.2% | +70.5% |
| All | +111.0% | -35.6% | +146.6% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling