+33.8%
AEM vs REPL
+136.9%
-103.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.4% |
| 7D | +3.0% | -9.6% | +12.6% | +3.1% |
| 30D | +12.5% | +5.7% | +6.8% | +12.3% |
| 3M | +26.9% | +56.4% | -29.4% | +25.9% |
| 6M | -9.4% | +67.4% | -76.9% | -12.6% |
| YTD | +20.3% | +48.7% | -28.4% | +16.0% |
| 1Y | +33.8% | +148.3% | -114.5% | +26.7% |
| All | +33.8% | +136.9% | -103.1% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling