+84.5%
AME vs REPL
-54.3%
+138.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +0.6% | -3.0% | +3.6% | +0.7% |
| 30D | -6.7% | +27.1% | -33.8% | -7.0% |
| 3M | +4.1% | +52.4% | -48.3% | +2.9% |
| 6M | +1.6% | +107.4% | -105.9% | -1.4% |
| YTD | +16.1% | +54.7% | -38.6% | +13.3% |
| 1Y | +27.3% | +158.9% | -131.5% | +21.7% |
| 3Y | +50.9% | -23.7% | +74.6% | +44.4% |
| All | +84.5% | -54.3% | +138.8% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling