+325.7%
AEM vs REPL
+100.5%
+225.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.6% | -9.7% | -5.2% |
| 7D | +13.9% | +12.7% | +1.1% | +13.7% |
| 30D | +0.8% | +73.5% | -72.7% | +0.2% |
| 3M | +5.8% | +70.3% | -64.5% | +5.1% |
| 6M | -1.0% | +472.0% | -473.0% | -3.8% |
| YTD | +13.1% | +139.5% | -126.4% | +10.0% |
| 1Y | +14.4% | +167.3% | -152.9% | +11.2% |
| 3Y | +325.7% | +109.5% | +216.2% | +291.7% |
| All | +325.7% | +100.5% | +225.2% | +291.7% |
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