-38.2%
AEIS vs REPL
+456.5%
-494.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.0% | +8.4% | +11.2% |
| 7D | +1.0% | +14.2% | -13.2% | +0.5% |
| 30D | -24.0% | +65.9% | -89.9% | -25.4% |
| 3M | -32.5% | +84.6% | -117.1% | -33.9% |
| All | -38.2% | +456.5% | -494.7% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling