+240.9%
AME vs REPL
-7.7%
+248.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +2.8% | -5.7% | +8.5% | +3.0% |
| 30D | -6.3% | +22.5% | -28.7% | -7.0% |
| 3M | +5.4% | +64.7% | -59.3% | +1.9% |
| 6M | +7.4% | +83.0% | -75.6% | -0.1% |
| YTD | +16.2% | +52.0% | -35.8% | +8.6% |
| 1Y | +26.8% | +144.5% | -117.7% | +13.1% |
| 3Y | +57.5% | -25.1% | +82.6% | +35.7% |
| 5Y | +84.8% | -52.9% | +137.7% | +61.9% |
| All | +240.9% | -7.7% | +248.6% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling