+219.9%
AEIS vs REPL
-54.3%
+274.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | +3.0% | -3.0% | +5.9% | +3.1% |
| 30D | -14.6% | +27.1% | -41.8% | -15.7% |
| 3M | -12.4% | +52.4% | -64.8% | -15.8% |
| 6M | -15.0% | +107.4% | -122.4% | -22.6% |
| YTD | +34.3% | +54.7% | -20.4% | +24.1% |
| 1Y | +87.4% | +158.9% | -71.5% | +62.4% |
| 3Y | +139.8% | -23.7% | +163.5% | +104.4% |
| All | +219.9% | -54.3% | +274.2% | +186.2% |
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