+27.3%
AME vs REPL
+161.1%
-133.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +0.6% | -3.0% | +3.6% | +0.6% |
| 30D | -6.7% | +27.1% | -33.8% | -6.7% |
| 3M | +4.1% | +52.4% | -48.3% | +3.9% |
| 6M | +1.6% | +107.4% | -105.9% | +1.3% |
| YTD | +16.1% | +54.7% | -38.6% | +15.8% |
| 1Y | +27.3% | +158.9% | -131.5% | +26.5% |
| All | +27.3% | +161.1% | -133.8% | +26.5% |
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 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