+348.2%
AEM vs REPL
-24.7%
+372.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | +4.3% | -5.7% | +10.1% | +4.4% |
| 30D | +13.1% | +22.5% | -9.3% | +12.9% |
| 3M | +24.8% | +64.7% | -39.9% | +23.9% |
| 6M | -8.2% | +83.0% | -91.3% | -10.4% |
| YTD | +19.8% | +52.0% | -32.1% | +17.1% |
| 1Y | +32.1% | +144.5% | -112.5% | +28.1% |
| 3Y | +348.2% | -25.1% | +373.3% | +317.5% |
| All | +348.2% | -24.7% | +372.9% | +317.5% |
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