+376.1%
AEM vs REPL
+36.1%
+339.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.1% | -2.2% |
| 7D | +1.4% | +5.3% | -3.9% | +1.3% |
| 30D | -1.2% | +66.6% | -67.8% | -2.2% |
| 3M | +2.5% | +59.6% | -57.0% | +1.5% |
| 6M | -5.1% | +482.4% | -487.4% | -10.2% |
| YTD | +10.4% | +124.1% | -113.7% | +5.1% |
| 1Y | +11.8% | +138.6% | -126.8% | +6.3% |
| 3Y | +315.6% | +96.0% | +219.6% | +271.1% |
| 5Y | +266.3% | -35.4% | +301.6% | +236.7% |
| All | +376.1% | +36.1% | +339.9% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling