+26.8%
AME vs REPL
+136.7%
-109.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +2.8% | -5.7% | +8.5% | +2.8% |
| 30D | -6.3% | +22.5% | -28.7% | -6.3% |
| 3M | +5.4% | +64.7% | -59.3% | +5.2% |
| 6M | +7.4% | +83.0% | -75.6% | +7.1% |
| YTD | +16.2% | +52.0% | -35.8% | +15.8% |
| 1Y | +26.8% | +144.5% | -117.7% | +25.8% |
| All | +26.8% | +136.7% | -109.9% | +25.8% |
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